+4,598.0%
MCO vs IBB
+562.7%
+4,035.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.6% |
| 7D | +0.5% | -0.5% | +1.0% | +0.8% |
| 30D | +9.8% | +4.6% | +5.3% | +6.8% |
| 3M | +4.3% | +6.8% | -2.6% | -0.3% |
| 6M | +16.5% | +23.1% | -6.6% | +2.2% |
| YTD | +0.1% | +26.0% | -25.9% | -13.7% |
| 1Y | +4.4% | +30.4% | -25.9% | -11.9% |
| 3Y | +51.6% | +85.4% | -33.9% | +3.3% |
| 5Y | +36.7% | +39.7% | -3.1% | +9.0% |
| 10Y | +455.7% | +127.1% | +328.6% | +232.2% |
| All | +4,598.0% | +562.7% | +4,035.3% | +1,120.9% |
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