+53.6%
MCO vs ALK
+20.7%
+32.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.0% |
| 7D | -2.5% | +2.6% | -5.1% | -3.0% |
| 30D | +9.4% | +7.8% | +1.6% | +7.9% |
| 3M | +8.3% | -15.2% | +23.5% | +10.8% |
| 6M | +15.4% | +5.0% | +10.3% | +12.8% |
| YTD | +1.5% | -18.4% | +19.9% | +2.7% |
| 1Y | +5.4% | -2.4% | +7.8% | +2.3% |
| All | +53.6% | +20.7% | +32.9% | +44.4% |
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