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  • MCO vs LII✓SelectedUSD · LIIMCO vs LII performance historyLatest closeAs of-2.13%09/04
Stock and ETF performance explorer

MCO vs LII

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,220.9%
LII return
+3,124.4%
Excess return
+2,096.6%
Maximum drawdown
-78.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLIIExcessAlpha
1D-2.1%+1.2%-3.3%-2.5%
7D-4.2%-0.7%-3.4%-3.9%
30D+2.2%-12.6%+14.8%+7.0%
3M+10.1%-24.4%+34.6%+19.4%
6M+5.3%-28.7%+34.0%+15.4%
YTD-2.7%-19.1%+16.4%+1.3%
1Y-0.4%-29.7%+29.3%+8.6%
3Y+49.0%+4.8%+44.3%+37.6%
5Y+33.6%+24.6%+9.1%+14.3%
10Y+395.3%+169.2%+226.1%+219.5%
All+5,220.9%+3,124.4%+2,096.6%+1,484.9%

Cumulative growth

Daily Returns

Daily percentage return beside LII.

Daily Out/Under-Performance

Portfolio return minus LII return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × LII 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 LII 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