+8,533.7%
FIX vs MCO
+6,507.1%
+2,026.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -13.9% | +1.4% | -15.3% | -14.7% |
| 30D | -35.5% | +10.0% | -45.6% | -38.3% |
| 3M | -33.9% | +7.0% | -41.0% | -36.3% |
| 6M | -43.3% | +13.7% | -57.0% | -47.3% |
| YTD | +18.7% | +0.6% | +18.0% | +14.5% |
| 1Y | +13.8% | +6.2% | +7.5% | +7.2% |
| 3Y | +495.0% | +51.9% | +443.1% | +386.3% |
| 5Y | +1,049.0% | +37.5% | +1,011.6% | +864.1% |
| 10Y | +3,644.4% | +459.4% | +3,185.1% | +1,725.8% |
| All | +8,533.7% | +6,507.1% | +2,026.6% | +1,601.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling