-5.4%
MCK vs MCO
+5.6%
-11.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.2% |
| 7D | -2.9% | -3.8% | +0.9% | -2.4% |
| 30D | +0.4% | -0.4% | +0.8% | +0.5% |
| 3M | +12.1% | +7.7% | +4.4% | +11.0% |
| 6M | -5.4% | +7.0% | -12.4% | -6.6% |
| All | -5.4% | +5.6% | -11.0% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling