+2.2%
MCO vs ADVB
-89.4%
+91.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +4.0% | -1.4% |
| 7D | -3.1% | -13.0% | +9.9% | -3.1% |
| 30D | -0.5% | +7.5% | -8.0% | -0.6% |
| 3M | +5.7% | +129.1% | -123.4% | +4.3% |
| 6M | +3.0% | +71.7% | -68.7% | +1.6% |
| YTD | -6.5% | +45.5% | -52.0% | -7.4% |
| 1Y | -5.8% | -2.7% | -3.0% | -5.9% |
| All | +2.2% | -89.4% | +91.6% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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