-11.8%
FISV vs MCO
+5.6%
-17.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +4.1% |
| 7D | -2.7% | -3.8% | +1.1% | +0.4% |
| 30D | 0.0% | -0.4% | +0.4% | +0.3% |
| 3M | -2.8% | +7.7% | -10.5% | -9.2% |
| 6M | -11.8% | +7.0% | -18.8% | -17.3% |
| All | -11.8% | +5.6% | -17.4% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling