-0.2%
SYY vs MCO
+0.4%
-0.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -1.2% |
| 7D | -2.3% | -4.2% | +1.8% | -2.2% |
| 30D | -4.9% | +2.2% | -7.1% | -5.0% |
| 3M | +8.4% | +10.1% | -1.7% | +8.2% |
| 6M | -7.4% | +5.3% | -12.6% | -7.3% |
| YTD | +11.0% | -2.7% | +13.7% | +11.4% |
| 1Y | -0.2% | -0.4% | +0.2% | -0.7% |
| All | -0.2% | +0.4% | -0.6% | -0.7% |
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 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