+1,132.4%
FITB vs MCO
+7,398.7%
-6,266.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.2% |
| 7D | -0.4% | -3.1% | +2.8% | +1.4% |
| 30D | -5.1% | -0.5% | -4.6% | -5.1% |
| 3M | +3.5% | +5.7% | -2.2% | -0.5% |
| 6M | +17.2% | +3.0% | +14.2% | +13.8% |
| YTD | +17.6% | -6.5% | +24.1% | +19.4% |
| 1Y | +23.4% | -5.8% | +29.1% | +24.1% |
| 3Y | +129.7% | +43.1% | +86.6% | +78.5% |
| 5Y | +68.4% | +29.5% | +38.9% | +35.2% |
| 10Y | +285.6% | +388.8% | -103.2% | +41.3% |
| All | +1,132.4% | +7,398.7% | -6,266.3% | +44.9% |
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