+2,716.5%
SYY vs MCO
+7,284.8%
-4,568.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | +1.5% | -7.3% | +8.8% | +3.6% |
| 30D | -2.3% | -1.7% | -0.6% | -2.0% |
| 3M | +5.5% | +3.9% | +1.6% | +4.1% |
| 6M | -1.0% | +3.8% | -4.8% | -2.5% |
| YTD | +14.1% | -7.9% | +22.0% | +15.4% |
| 1Y | +5.6% | -6.8% | +12.4% | +6.2% |
| 3Y | +27.9% | +40.9% | -13.1% | +13.9% |
| 5Y | +22.7% | +27.5% | -4.8% | +10.7% |
| 10Y | +113.9% | +381.4% | -267.5% | +39.6% |
| All | +2,716.5% | +7,284.8% | -4,568.3% | +861.5% |
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