+12,471.5%
FIX vs MCO
+6,285.1%
+6,186.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.7% |
| 7D | +6.0% | -4.2% | +10.2% | +7.7% |
| 30D | -7.2% | +2.2% | -9.4% | -8.3% |
| 3M | -15.9% | +10.1% | -26.0% | -20.0% |
| 6M | +12.7% | +5.3% | +7.5% | +8.4% |
| YTD | +72.8% | -2.7% | +75.5% | +70.1% |
| 1Y | +122.9% | -0.4% | +123.3% | +116.4% |
| 3Y | +774.3% | +49.0% | +725.3% | +623.6% |
| 5Y | +2,049.5% | +33.6% | +2,015.8% | +1,735.3% |
| 10Y | +5,821.5% | +395.3% | +5,426.1% | +2,938.2% |
| All | +12,471.5% | +6,285.1% | +6,186.4% | +2,428.7% |
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 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