+16.2%
FIX vs MCO
+3.3%
+12.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -3.5% |
| 7D | +16.9% | -1.7% | +18.6% | +16.1% |
| 30D | -30.6% | +9.1% | -39.8% | -28.0% |
| 3M | -35.1% | +6.2% | -41.3% | -33.1% |
| 6M | -44.0% | +12.6% | -56.6% | -41.0% |
| YTD | +21.0% | -0.2% | +21.2% | +23.0% |
| 1Y | +16.2% | +4.1% | +12.1% | +21.0% |
| All | +16.2% | +3.3% | +12.8% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling