+29.5%
MCO vs ALK
-28.1%
+57.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -3.1% | -3.0% | -0.2% | -2.5% |
| 30D | -0.5% | -14.6% | +14.1% | +2.8% |
| 3M | +5.7% | -10.6% | +16.3% | +7.4% |
| 6M | +3.0% | -6.7% | +9.7% | +2.6% |
| YTD | -6.5% | -19.8% | +13.3% | -4.3% |
| 1Y | -5.8% | -35.2% | +29.4% | +1.6% |
| 3Y | +43.1% | +1.4% | +41.7% | +29.2% |
| 5Y | +29.5% | -30.7% | +60.1% | +23.3% |
| All | +29.5% | -28.1% | +57.6% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling