+15.4%
MCO vs ALK
+2.0%
+13.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.0% |
| 7D | -2.5% | +2.6% | -5.1% | -2.9% |
| 30D | +9.4% | +7.8% | +1.6% | +8.1% |
| 3M | +8.3% | -15.2% | +23.5% | +8.6% |
| 6M | +15.4% | +5.0% | +10.3% | +11.9% |
| All | +15.4% | +2.0% | +13.3% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling