+45.1%
MCO vs ALK
+1.7%
+43.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.0% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +0.9% | -18.5% | +19.4% | +4.4% |
| 3M | +8.7% | -3.6% | +12.2% | +8.5% |
| 6M | +2.4% | -3.7% | +6.1% | +1.5% |
| YTD | -5.2% | -19.0% | +13.8% | -3.6% |
| 1Y | -4.4% | -36.0% | +31.7% | +2.1% |
| 3Y | +45.1% | +2.3% | +42.8% | +34.4% |
| All | +45.1% | +1.7% | +43.5% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling