+4,167.1%
SMCI vs MCO
+852.7%
+3,314.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.3% |
| 7D | -1.3% | -7.3% | +6.0% | +2.2% |
| 30D | +18.3% | -1.7% | +20.0% | +19.0% |
| 3M | +27.7% | +3.9% | +23.8% | +23.6% |
| 6M | +17.6% | +3.8% | +13.8% | +13.2% |
| YTD | +27.7% | -7.9% | +35.6% | +28.9% |
| 1Y | -14.9% | -6.8% | -8.0% | -15.1% |
| 3Y | +33.2% | +40.9% | -7.8% | +8.6% |
| 5Y | +921.6% | +27.5% | +894.1% | +763.5% |
| 10Y | +1,672.4% | +381.4% | +1,291.0% | +728.1% |
| All | +4,167.1% | +852.7% | +3,314.5% | +1,035.7% |
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 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