+7,581.3%
MCO vs ALK
+953.5%
+6,627.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.7% | -2.5% |
| 7D | -4.2% | -0.7% | -3.5% | -4.0% |
| 30D | +2.2% | -19.2% | +21.4% | +7.5% |
| 3M | +10.1% | -1.5% | +11.6% | +9.4% |
| 6M | +5.3% | -13.1% | +18.3% | +6.6% |
| YTD | -2.7% | -16.4% | +13.7% | -1.2% |
| 1Y | -0.4% | -33.1% | +32.7% | +6.2% |
| 3Y | +49.0% | +0.6% | +48.4% | +37.9% |
| 5Y | +33.6% | -26.4% | +60.0% | +31.1% |
| 10Y | +395.3% | -34.2% | +429.5% | +351.9% |
| All | +7,581.3% | +953.5% | +6,627.8% | +3,113.3% |
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 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