+16,283.6%
FICO vs MCO
+7,698.6%
+8,584.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.1% | -14.6% | -15.7% |
| 7D | -19.2% | -4.2% | -15.0% | -17.4% |
| 30D | -14.6% | +2.2% | -16.8% | -15.2% |
| 3M | -20.1% | +10.1% | -30.2% | -23.5% |
| 6M | -36.3% | +5.3% | -41.6% | -37.3% |
| YTD | -44.9% | -2.7% | -42.1% | -43.9% |
| 1Y | -38.6% | -0.4% | -38.2% | -38.2% |
| 3Y | +4.0% | +49.0% | -45.1% | -13.2% |
| 5Y | +99.5% | +33.6% | +65.9% | +74.9% |
| 10Y | +604.7% | +395.3% | +209.4% | +271.4% |
| All | +16,283.6% | +7,698.6% | +8,584.9% | +3,504.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling