+65.8%
FITB vs MCO
+26.6%
+39.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +1.2% |
| 7D | -1.0% | -7.3% | +6.3% | +2.7% |
| 30D | -5.5% | -1.7% | -3.8% | -4.9% |
| 3M | +4.1% | +3.9% | +0.2% | +1.5% |
| 6M | +18.7% | +3.8% | +14.9% | +15.4% |
| YTD | +18.2% | -7.9% | +26.1% | +21.0% |
| 1Y | +23.7% | -6.8% | +30.5% | +25.3% |
| 3Y | +130.8% | +40.9% | +89.8% | +83.6% |
| All | +65.8% | +26.6% | +39.2% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling