+39.4%
MCO vs ALK
-28.7%
+68.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.1% |
| 7D | -2.5% | +2.6% | -5.1% | -3.1% |
| 30D | +9.4% | +7.8% | +1.6% | +7.3% |
| 3M | +8.3% | -15.2% | +23.5% | +11.8% |
| 6M | +15.4% | +5.0% | +10.3% | +12.0% |
| YTD | +1.5% | -18.4% | +19.9% | +3.2% |
| 1Y | +5.4% | -2.4% | +7.8% | +1.5% |
| 3Y | +53.1% | +19.8% | +33.4% | +29.1% |
| 5Y | +39.4% | -27.8% | +67.2% | +35.6% |
| All | +39.4% | -28.7% | +68.1% | +35.6% |
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