-35.6%
SMCI vs MCO
+6.7%
-42.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.5% | -6.1% | -9.3% |
| 7D | -21.3% | +5.4% | -26.8% | -19.8% |
| 30D | -37.7% | +13.9% | -51.6% | -35.0% |
| 3M | -10.7% | +6.7% | -17.4% | -8.4% |
| 6M | -2.7% | +13.9% | -16.6% | +1.1% |
| YTD | -7.5% | +1.6% | -9.0% | -3.9% |
| 1Y | -35.6% | +6.9% | -42.4% | -32.3% |
| All | -35.6% | +6.7% | -42.3% | -32.3% |
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