+7,809.3%
MCO vs ALK
+864.3%
+6,945.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +0.5% | -1.2% | +1.7% | +0.7% |
| 30D | +9.8% | +7.7% | +2.1% | +7.6% |
| 3M | +4.3% | -19.0% | +23.3% | +9.2% |
| 6M | +16.5% | -0.2% | +16.7% | +14.5% |
| YTD | +0.1% | -23.5% | +23.6% | +3.5% |
| 1Y | +4.4% | -9.1% | +13.6% | +3.0% |
| 3Y | +51.6% | +12.0% | +39.6% | +36.0% |
| 5Y | +36.7% | -30.9% | +67.5% | +36.0% |
| 10Y | +455.7% | -45.6% | +501.2% | +429.6% |
| All | +7,809.3% | +864.3% | +6,945.0% | +3,267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling