+12.7%
FIX vs MCO
+6.4%
+6.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +0.6% |
| 7D | +6.0% | -4.2% | +10.2% | +3.2% |
| 30D | -7.2% | +2.2% | -9.4% | -5.7% |
| 3M | -15.9% | +10.1% | -26.0% | -10.1% |
| 6M | +12.7% | +5.3% | +7.5% | +17.7% |
| All | +12.7% | +6.4% | +6.3% | +17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling