+51.6%
MCO vs IBB
+86.1%
-34.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +0.5% | -0.5% | +1.0% | +0.7% |
| 30D | +9.8% | +4.6% | +5.3% | +7.5% |
| 3M | +4.3% | +6.8% | -2.6% | +0.7% |
| 6M | +16.5% | +23.1% | -6.6% | +4.6% |
| YTD | +0.1% | +26.0% | -25.9% | -11.6% |
| 1Y | +4.4% | +30.4% | -25.9% | -9.7% |
| 3Y | +51.6% | +85.4% | -33.9% | +6.0% |
| All | +51.6% | +86.1% | -34.5% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 3y: compounded portfolio wealth divided by compounded IBB 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…
3y analysis · Full analysis span regression · 6 months rolling