+101.7%
FICO vs MCO
+31.5%
+70.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +2.1% |
| 7D | -15.4% | -2.7% | -12.7% | -13.3% |
| 30D | -10.4% | +0.9% | -11.3% | -10.7% |
| 3M | -22.7% | +8.7% | -31.4% | -27.4% |
| 6M | -36.8% | +2.4% | -39.2% | -37.5% |
| YTD | -44.8% | -5.2% | -39.6% | -42.4% |
| 1Y | -39.3% | -4.4% | -35.0% | -37.3% |
| 3Y | +3.7% | +45.1% | -41.4% | -25.0% |
| 5Y | +101.7% | +31.5% | +70.2% | +36.5% |
| All | +101.7% | +31.5% | +70.3% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling