+495.0%
FIX vs MCO
+53.0%
+441.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -13.9% | +1.4% | -15.3% | -14.4% |
| 30D | -35.5% | +10.0% | -45.6% | -37.5% |
| 3M | -33.9% | +7.0% | -41.0% | -35.7% |
| 6M | -43.3% | +13.7% | -57.0% | -46.9% |
| YTD | +18.7% | +0.6% | +18.0% | +17.5% |
| 1Y | +13.8% | +6.2% | +7.5% | +8.0% |
| 3Y | +495.0% | +51.9% | +443.1% | +293.3% |
| All | +495.0% | +53.0% | +441.9% | +293.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling