+12,619.4%
FICO vs MCO
+7,975.6%
+4,643.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.7% | +2.2% |
| 7D | -0.1% | +1.0% | -1.1% | -0.7% |
| 30D | +8.4% | +10.1% | -1.7% | +3.5% |
| 3M | -30.5% | +7.2% | -37.7% | -32.6% |
| 6M | -35.7% | +13.8% | -49.5% | -39.3% |
| YTD | -57.2% | +0.7% | -57.9% | -57.2% |
| 1Y | -58.4% | +5.6% | -64.0% | -59.3% |
| 3Y | -24.8% | +54.1% | -78.9% | -38.2% |
| 5Y | +79.3% | +36.0% | +43.3% | +55.8% |
| 10Y | +531.6% | +457.5% | +74.1% | +217.4% |
| All | +12,619.4% | +7,975.6% | +4,643.8% | +2,651.3% |
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 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