+790.7%
FIX vs MCO
+44.0%
+746.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +3.1% |
| 7D | +6.1% | -2.7% | +8.8% | +6.9% |
| 30D | -2.7% | +0.9% | -3.6% | -3.3% |
| 3M | -10.9% | +8.7% | -19.6% | -15.0% |
| 6M | +29.0% | +2.4% | +26.6% | +25.9% |
| YTD | +76.9% | -5.2% | +82.0% | +78.5% |
| 1Y | +130.7% | -4.4% | +135.1% | +129.7% |
| 3Y | +790.7% | +45.1% | +745.5% | +650.6% |
| All | +790.7% | +44.0% | +746.7% | +650.6% |
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