+84.8%
MRK vs MCO
+0.4%
+84.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.2% |
| 7D | +1.3% | -4.2% | +5.5% | +1.5% |
| 30D | +17.1% | +2.2% | +15.0% | +17.1% |
| 3M | +25.9% | +10.1% | +15.8% | +26.1% |
| 6M | +26.8% | +5.3% | +21.6% | +27.1% |
| YTD | +44.9% | -2.7% | +47.7% | +45.8% |
| 1Y | +84.8% | -0.4% | +85.2% | +84.6% |
| All | +84.8% | +0.4% | +84.5% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling