+29.5%
MCO vs IBB
+20.0%
+9.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -3.1% | -3.9% | +0.7% | -0.9% |
| 30D | -0.5% | +2.7% | -3.3% | -2.4% |
| 3M | +5.7% | +21.4% | -15.7% | -6.6% |
| 6M | +3.0% | +20.1% | -17.0% | -8.7% |
| YTD | -6.5% | +21.9% | -28.3% | -18.2% |
| 1Y | -5.8% | +44.1% | -49.9% | -26.6% |
| 3Y | +43.1% | +63.4% | -20.2% | +0.3% |
| 5Y | +29.5% | +19.8% | +9.7% | +3.2% |
| All | +29.5% | +20.0% | +9.5% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling