+339.0%
MCK vs MCO
+28.6%
+310.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.1% |
| 7D | -2.9% | -3.8% | +0.9% | -2.5% |
| 30D | +0.4% | -0.4% | +0.8% | +0.4% |
| 3M | +12.1% | +7.7% | +4.4% | +11.0% |
| 6M | -5.4% | +7.0% | -12.4% | -6.4% |
| YTD | +7.8% | -6.4% | +14.2% | +8.3% |
| 1Y | +22.9% | -7.6% | +30.6% | +23.7% |
| 3Y | +110.7% | +43.2% | +67.5% | +99.9% |
| All | +339.0% | +28.6% | +310.4% | +318.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling