+27.5%
MCO vs ALHC
-31.9%
+59.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -7.3% | -5.8% | -1.5% | -6.9% |
| 30D | -1.7% | -3.3% | +1.6% | -1.5% |
| 3M | +3.9% | -37.9% | +41.9% | +7.6% |
| 6M | +3.8% | -29.5% | +33.3% | +5.6% |
| YTD | -7.9% | -35.4% | +27.5% | -5.7% |
| 1Y | -6.8% | -22.4% | +15.6% | -6.3% |
| 3Y | +40.9% | +146.3% | -105.4% | +20.1% |
| 5Y | +27.5% | -32.0% | +59.5% | +17.0% |
| All | +27.5% | -31.9% | +59.4% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling