+43.1%
MCO vs ALHC
+151.5%
-108.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.3% |
| 7D | -3.1% | -4.1% | +1.0% | -3.0% |
| 30D | -0.5% | -5.4% | +4.9% | -0.3% |
| 3M | +5.7% | -32.1% | +37.8% | +7.2% |
| 6M | +3.0% | -28.5% | +31.5% | +4.0% |
| YTD | -6.5% | -34.0% | +27.5% | -5.3% |
| 1Y | -5.8% | -20.9% | +15.2% | -5.2% |
| All | +43.1% | +151.5% | -108.4% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 3y: compounded portfolio wealth divided by compounded ALHC 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…
3y analysis · Full analysis span regression · 6 months rolling