+2,354.6%
MRK vs MCO
+7,284.8%
-4,930.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | -5.0% | -7.3% | +2.3% | -3.2% |
| 30D | +11.0% | -1.7% | +12.7% | +11.4% |
| 3M | +22.4% | +3.9% | +18.5% | +21.0% |
| 6M | +25.4% | +3.8% | +21.6% | +23.7% |
| YTD | +39.5% | -7.9% | +47.4% | +41.0% |
| 1Y | +78.0% | -6.8% | +84.8% | +79.1% |
| 3Y | +45.5% | +40.9% | +4.6% | +30.7% |
| 5Y | +130.3% | +27.5% | +102.8% | +107.7% |
| 10Y | +229.8% | +381.4% | -151.6% | +108.9% |
| All | +2,354.6% | +7,284.8% | -4,930.2% | +681.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling