+284.0%
FITB vs MCO
+393.6%
-109.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.5% |
| 7D | -0.3% | -3.8% | +3.5% | +2.1% |
| 30D | -5.7% | -0.4% | -5.3% | -5.7% |
| 3M | +3.2% | +7.7% | -4.6% | -2.3% |
| 6M | +23.4% | +7.0% | +16.4% | +16.7% |
| YTD | +18.8% | -6.4% | +25.2% | +20.7% |
| 1Y | +25.0% | -7.6% | +32.6% | +27.5% |
| 3Y | +131.2% | +43.2% | +88.0% | +72.7% |
| 5Y | +70.7% | +29.6% | +41.1% | +32.3% |
| All | +284.0% | +393.6% | -109.6% | +45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling