+7,285.9%
MCO vs IT
+2,150.7%
+5,135.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | -3.1% | -9.1% | +6.0% | -0.8% |
| 30D | -0.5% | -12.2% | +11.6% | +2.7% |
| 3M | +5.7% | +7.8% | -2.1% | +2.2% |
| 6M | +3.0% | +2.0% | +1.0% | +0.6% |
| YTD | -6.5% | -32.7% | +26.3% | +1.0% |
| 1Y | -5.8% | -31.1% | +25.3% | +0.7% |
| 3Y | +43.1% | -52.1% | +95.2% | +64.9% |
| 5Y | +29.5% | -46.3% | +75.8% | +44.5% |
| 10Y | +388.8% | +91.4% | +297.5% | +295.8% |
| All | +7,285.9% | +2,150.7% | +5,135.2% | +3,635.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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