+70.0%
MCO vs ALHC
-28.9%
+98.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -4.2% | -0.6% | -3.6% | -4.1% |
| 30D | +2.2% | -1.0% | +3.2% | +2.2% |
| 3M | +10.1% | -10.2% | +20.3% | +10.2% |
| 6M | +5.3% | -28.3% | +33.5% | +6.9% |
| YTD | -2.7% | -31.4% | +28.7% | -1.0% |
| 1Y | -0.4% | -16.9% | +16.5% | -0.3% |
| 3Y | +49.0% | +135.5% | -86.4% | +30.1% |
| 5Y | +33.6% | -33.6% | +67.3% | +23.0% |
| All | +70.0% | -28.9% | +98.9% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling