+113.8%
SYY vs MCO
+393.6%
-279.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.4% |
| 7D | +3.9% | -3.8% | +7.7% | +5.6% |
| 30D | -1.7% | -0.4% | -1.4% | -1.8% |
| 3M | +5.2% | +7.7% | -2.6% | +1.3% |
| 6M | -0.2% | +7.0% | -7.2% | -4.1% |
| YTD | +15.4% | -6.4% | +21.8% | +16.6% |
| 1Y | +5.6% | -7.6% | +13.2% | +7.0% |
| 3Y | +28.9% | +43.2% | -14.4% | +2.9% |
| 5Y | +24.1% | +29.6% | -5.5% | +1.5% |
| All | +113.8% | +393.6% | -279.8% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling