-56.4%
FICO vs MCO
+9.9%
-66.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.9% | -8.1% | -7.3% |
| 7D | +0.4% | +10.7% | -10.3% | -8.4% |
| 30D | +1.7% | +17.9% | -16.2% | -12.1% |
| 3M | -33.0% | +9.5% | -42.5% | -37.9% |
| 6M | -33.9% | +18.1% | -51.9% | -42.4% |
| YTD | -58.5% | +4.1% | -62.6% | -59.9% |
| 1Y | -56.4% | +9.3% | -65.7% | -59.2% |
| All | -56.4% | +9.9% | -66.3% | -59.2% |
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