+7,291.9%
MCO vs LUMN
+91.2%
+7,200.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | -3.8% | +2.5% | -6.3% | -4.1% |
| 30D | -0.4% | +10.3% | -10.7% | -2.1% |
| 3M | +7.7% | -18.3% | +26.0% | +10.3% |
| 6M | +7.0% | +4.4% | +2.6% | +3.9% |
| YTD | -6.4% | -10.7% | +4.3% | -8.2% |
| 1Y | -7.6% | +14.0% | -21.6% | -14.9% |
| 3Y | +43.2% | +406.6% | -363.3% | -23.4% |
| 5Y | +29.6% | -36.8% | +66.4% | +12.8% |
| 10Y | +389.2% | -56.2% | +445.4% | +317.9% |
| All | +7,291.9% | +91.2% | +7,200.7% | +4,371.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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