+43.1%
MCO vs IBB
+63.1%
-20.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -3.1% | -3.9% | +0.7% | -1.3% |
| 30D | -0.5% | +2.7% | -3.3% | -2.0% |
| 3M | +5.7% | +21.4% | -15.7% | -4.3% |
| 6M | +3.0% | +20.1% | -17.0% | -6.5% |
| YTD | -6.5% | +21.9% | -28.3% | -16.1% |
| 1Y | -5.8% | +44.1% | -49.9% | -23.6% |
| All | +43.1% | +63.1% | -20.0% | +7.2% |
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