+3.7%
FICO vs MCO
+44.0%
-40.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +2.0% |
| 7D | -15.4% | -2.7% | -12.7% | -13.4% |
| 30D | -10.4% | +0.9% | -11.3% | -10.6% |
| 3M | -22.7% | +8.7% | -31.4% | -27.1% |
| 6M | -36.8% | +2.4% | -39.2% | -37.6% |
| YTD | -44.8% | -5.2% | -39.6% | -42.6% |
| 1Y | -39.3% | -4.4% | -35.0% | -37.4% |
| 3Y | +3.7% | +45.1% | -41.4% | -17.3% |
| All | +3.7% | +44.0% | -40.2% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling