+7,291.9%
MCO vs HUBB
+3,997.1%
+3,294.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 3M | +7.7% | -1.6% | +9.3% | +7.1% |
| 6M | +7.0% | -3.1% | +10.1% | +6.0% |
| YTD | -6.4% | +4.6% | -11.0% | -11.1% |
| 1Y | -7.6% | +3.3% | -11.0% | -12.4% |
| 3Y | +43.2% | +46.6% | -3.3% | +10.7% |
| 5Y | +29.6% | +158.7% | -129.1% | -25.4% |
| 10Y | +389.2% | +443.5% | -54.2% | +91.5% |
| All | +7,291.9% | +3,997.1% | +3,294.8% | +1,330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling