+7,389.9%
MCO vs TECH
+12,242.8%
-4,852.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +0.9% | +0.1% | +0.8% | +0.9% |
| 3M | +8.7% | +37.5% | -28.8% | +1.4% |
| 6M | +2.4% | +34.6% | -32.2% | -4.8% |
| YTD | -5.2% | +23.5% | -28.7% | -10.5% |
| 1Y | -4.4% | +34.4% | -38.8% | -11.7% |
| 3Y | +45.1% | +2.3% | +42.9% | +38.5% |
| 5Y | +31.5% | -41.7% | +73.2% | +38.5% |
| 10Y | +380.7% | +177.6% | +203.1% | +285.3% |
| All | +7,389.9% | +12,242.8% | -4,852.9% | +4,378.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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