+2,710.9%
FISV vs MCO
+7,284.8%
-4,573.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | -7.2% | -7.3% | +0.1% | -4.3% |
| 30D | -7.2% | -1.7% | -5.5% | -6.5% |
| 3M | -8.2% | +3.9% | -12.1% | -9.6% |
| 6M | -17.7% | +3.8% | -21.5% | -18.8% |
| YTD | -27.2% | -7.9% | -19.3% | -24.9% |
| 1Y | -63.0% | -6.8% | -56.1% | -61.6% |
| 3Y | -59.8% | +40.9% | -100.7% | -65.0% |
| 5Y | -55.8% | +27.5% | -83.3% | -60.7% |
| 10Y | -2.4% | +381.4% | -383.8% | -47.2% |
| All | +2,710.9% | +7,284.8% | -4,573.9% | +398.8% |
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