+632.8%
LYB vs MCO
+2,195.1%
-1,562.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.8% |
| 7D | +0.3% | -3.8% | +4.0% | +2.2% |
| 30D | +2.5% | -0.4% | +2.9% | +2.3% |
| 3M | +1.4% | +7.7% | -6.3% | -3.6% |
| 6M | -3.5% | +7.0% | -10.5% | -9.0% |
| YTD | +52.0% | -6.4% | +58.4% | +52.0% |
| 1Y | +22.1% | -7.6% | +29.7% | +22.7% |
| 3Y | -22.8% | +43.2% | -66.0% | -40.7% |
| 5Y | -3.4% | +29.6% | -32.9% | -24.2% |
| 10Y | +47.4% | +389.2% | -341.9% | -48.2% |
| All | +632.8% | +2,195.1% | -1,562.3% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling