+380.3%
MCO vs ALK
-35.7%
+415.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.0% |
| 7D | -3.8% | -2.1% | -1.7% | -3.3% |
| 30D | -0.4% | -13.1% | +12.7% | +2.9% |
| 3M | +7.7% | -11.8% | +19.5% | +10.3% |
| 6M | +7.0% | -0.4% | +7.4% | +4.9% |
| YTD | -6.4% | -18.2% | +11.8% | -4.5% |
| 1Y | -7.6% | -35.5% | +27.9% | -0.2% |
| 3Y | +43.2% | +1.8% | +41.4% | +31.0% |
| 5Y | +29.6% | -26.6% | +56.2% | +26.4% |
| All | +380.3% | -35.7% | +415.9% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling