-95.2%
SNDQ vs MCO
+3.6%
-98.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +1.2% |
| 7D | +11.6% | -3.8% | +15.4% | +26.8% |
| 30D | -45.1% | -0.4% | -44.7% | -45.2% |
| 3M | -68.6% | +7.7% | -76.3% | -72.1% |
| All | -95.2% | +3.6% | -98.8% | -95.6% |
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 · Available span rolling