+30.7%
MCO vs BBIO
+42.7%
-12.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -3.8% | -3.2% | -0.6% | -3.5% |
| 30D | -0.4% | -13.6% | +13.2% | +0.7% |
| 3M | +7.7% | +7.2% | +0.5% | +6.9% |
| 6M | +7.0% | +1.5% | +5.5% | +6.5% |
| YTD | -6.4% | -5.3% | -1.1% | -6.6% |
| 1Y | -7.6% | +37.7% | -45.4% | -10.8% |
| 3Y | +43.2% | +153.9% | -110.7% | +29.5% |
| All | +30.7% | +42.7% | -12.0% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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