+539.5%
FICO vs MCO
+467.3%
+72.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.9% |
| 7D | +4.0% | -2.5% | +6.5% | +6.1% |
| 30D | -1.5% | +9.4% | -10.9% | -8.8% |
| 3M | -29.8% | +8.3% | -38.1% | -34.1% |
| 6M | -33.3% | +15.4% | -48.6% | -40.5% |
| YTD | -56.9% | +1.5% | -58.4% | -57.5% |
| 1Y | -59.5% | +5.4% | -64.8% | -61.3% |
| 3Y | -26.9% | +53.1% | -80.0% | -49.4% |
| 5Y | +92.9% | +39.4% | +53.5% | +40.4% |
| 10Y | +539.5% | +463.0% | +76.5% | +87.8% |
| All | +539.5% | +467.3% | +72.2% | +87.8% |
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