+5.4%
MCO vs ABCL
+201.0%
-195.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +0.9% |
| 7D | -2.5% | -2.7% | +0.1% | -2.5% |
| 30D | +9.4% | -5.4% | +14.9% | +9.5% |
| 3M | +8.3% | +22.4% | -14.1% | +7.2% |
| 6M | +15.4% | +127.6% | -112.3% | +10.5% |
| YTD | +1.5% | +249.4% | -247.9% | -5.5% |
| 1Y | +5.4% | +198.0% | -192.7% | -2.0% |
| All | +5.4% | +201.0% | -195.7% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling