-24.8%
FICO vs MCO
+54.0%
-78.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.7% | +1.9% |
| 7D | -0.1% | +1.0% | -1.1% | -1.2% |
| 30D | +8.4% | +10.1% | -1.7% | +0.1% |
| 3M | -30.5% | +7.2% | -37.7% | -34.1% |
| 6M | -35.7% | +13.8% | -49.5% | -41.8% |
| YTD | -57.2% | +0.7% | -57.9% | -57.6% |
| 1Y | -58.4% | +5.6% | -64.0% | -60.3% |
| 3Y | -24.8% | +54.1% | -78.9% | -48.9% |
| All | -24.8% | +54.0% | -78.8% | -48.9% |
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