+45.4%
MRK vs MCO
+42.6%
+2.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.8% |
| 7D | -4.3% | -3.8% | -0.5% | -3.7% |
| 30D | +8.3% | -0.4% | +8.7% | +8.4% |
| 3M | +20.0% | +7.7% | +12.3% | +18.8% |
| 6M | +25.7% | +7.0% | +18.7% | +24.3% |
| YTD | +38.7% | -6.4% | +45.1% | +40.1% |
| 1Y | +74.7% | -7.6% | +82.3% | +76.7% |
| 3Y | +45.4% | +43.2% | +2.1% | +33.7% |
| All | +45.4% | +42.6% | +2.8% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling