+3.8%
MCO vs ZYBT
-58.9%
+62.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | -3.8% | -3.7% | 0.0% | -3.8% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | +7.7% | +72.2% | -64.5% | +8.5% |
| 6M | +7.0% | +103.1% | -96.2% | +6.9% |
| YTD | -6.4% | +34.8% | -41.2% | -5.8% |
| 1Y | -7.6% | -83.2% | +75.5% | -3.7% |
| All | +3.8% | -58.9% | +62.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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