+2,565.3%
MCO vs WYNN
+1,166.9%
+1,398.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -3.8% | -4.2% | +0.4% | -2.7% |
| 30D | -0.4% | -14.6% | +14.2% | +3.8% |
| 3M | +7.7% | -18.4% | +26.1% | +13.5% |
| 6M | +7.0% | -11.9% | +18.9% | +10.2% |
| YTD | -6.4% | -26.6% | +20.2% | +0.8% |
| 1Y | -7.6% | -28.5% | +20.9% | -0.4% |
| 3Y | +43.2% | -5.1% | +48.4% | +39.1% |
| 5Y | +29.6% | -10.5% | +40.1% | +21.1% |
| 10Y | +389.2% | +0.3% | +388.9% | +272.5% |
| All | +2,565.3% | +1,166.9% | +1,398.4% | +995.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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