-58.5%
FICO vs MCO
+4.6%
-63.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | +2.2% | +0.5% | +1.7% | +1.8% |
| 30D | +0.1% | +9.8% | -9.7% | -8.3% |
| 3M | -35.2% | +4.3% | -39.4% | -37.5% |
| 6M | -32.4% | +16.5% | -48.8% | -40.4% |
| YTD | -57.4% | +0.1% | -57.5% | -57.6% |
| 1Y | -58.5% | +4.4% | -63.0% | -59.8% |
| All | -58.5% | +4.6% | -63.1% | -59.8% |
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 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