-91.0%
SNDQ vs MCO
+15.2%
-106.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.9% | +10.4% | +0.3% |
| 7D | +66.1% | +10.7% | +55.4% | +25.2% |
| 30D | +122.5% | +17.9% | +104.6% | +38.7% |
| 3M | +11.6% | +9.5% | +2.1% | -16.5% |
| 6M | -82.2% | +18.1% | -100.2% | -88.2% |
| All | -91.0% | +15.2% | -106.2% | -94.0% |
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 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