+665.4%
FICO vs MCO
+377.3%
+288.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.7% | +6.5% |
| 7D | -10.6% | -3.1% | -7.4% | -8.1% |
| 30D | -6.3% | -0.5% | -5.8% | -5.6% |
| 3M | -19.7% | +5.7% | -25.4% | -23.1% |
| 6M | -31.8% | +3.0% | -34.8% | -32.9% |
| YTD | -41.8% | -6.5% | -35.4% | -38.7% |
| 1Y | -36.4% | -5.8% | -30.7% | -33.6% |
| 3Y | +9.3% | +43.1% | -33.8% | -20.1% |
| 5Y | +113.0% | +29.5% | +83.5% | +64.6% |
| 10Y | +665.4% | +388.8% | +276.6% | +137.1% |
| All | +665.4% | +377.3% | +288.2% | +137.1% |
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