+6,034.5%
FIX vs MCO
+377.3%
+5,657.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.3% |
| 7D | +3.5% | -3.1% | +6.7% | +5.0% |
| 30D | -3.5% | -0.5% | -3.0% | -3.7% |
| 3M | -11.8% | +5.7% | -17.5% | -15.7% |
| 6M | +17.8% | +3.0% | +14.8% | +13.2% |
| YTD | +73.3% | -6.5% | +79.8% | +73.2% |
| 1Y | +128.1% | -5.8% | +133.9% | +125.5% |
| 3Y | +772.7% | +43.1% | +729.5% | +583.6% |
| 5Y | +2,166.4% | +29.5% | +2,137.0% | +1,730.8% |
| 10Y | +6,034.5% | +388.8% | +5,645.6% | +2,828.3% |
| All | +6,034.5% | +377.3% | +5,657.2% | +2,828.3% |
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 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