+4,462.5%
MCO vs IBB
+560.8%
+3,901.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.6% |
| 7D | -4.2% | +1.4% | -5.6% | -4.9% |
| 30D | +2.2% | +10.5% | -8.3% | -3.7% |
| 3M | +10.1% | +23.6% | -13.5% | -3.0% |
| 6M | +5.3% | +22.6% | -17.4% | -7.3% |
| YTD | -2.7% | +25.7% | -28.4% | -15.7% |
| 1Y | -0.4% | +51.4% | -51.8% | -22.7% |
| 3Y | +49.0% | +64.4% | -15.3% | +9.2% |
| 5Y | +33.6% | +22.1% | +11.5% | +15.3% |
| 10Y | +395.3% | +132.5% | +262.9% | +192.2% |
| All | +4,462.5% | +560.8% | +3,901.7% | +1,092.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling