+380.3%
MCO vs HUBB
+446.9%
-66.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.1% | +0.8% |
| 7D | -3.8% | -0.1% | -3.7% | -3.7% |
| 30D | -0.4% | -10.0% | +9.6% | +4.4% |
| 3M | +7.7% | -1.6% | +9.3% | +7.0% |
| 6M | +7.0% | -3.1% | +10.1% | +5.7% |
| YTD | -6.4% | +4.6% | -11.0% | -11.6% |
| 1Y | -7.6% | +3.3% | -11.0% | -13.0% |
| 3Y | +43.2% | +46.6% | -3.3% | +6.3% |
| 5Y | +29.6% | +158.7% | -129.1% | -33.3% |
| All | +380.3% | +446.9% | -66.6% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling