+24.2%
FIX vs MCO
+4.6%
+19.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.3% |
| 7D | +9.4% | +0.5% | +8.9% | +9.6% |
| 30D | -27.8% | +9.8% | -37.6% | -24.8% |
| 3M | -35.6% | +4.3% | -39.8% | -34.0% |
| 6M | -45.2% | +16.5% | -61.7% | -42.1% |
| YTD | +19.5% | +0.1% | +19.3% | +21.9% |
| 1Y | +24.2% | +4.4% | +19.8% | +30.1% |
| All | +24.2% | +4.6% | +19.7% | +30.1% |
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