+8,714.3%
FIX vs MCO
+6,453.4%
+2,260.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.2% |
| 7D | +17.0% | -1.7% | +18.7% | +17.8% |
| 30D | -30.6% | +9.1% | -39.7% | -33.3% |
| 3M | -35.0% | +6.2% | -41.3% | -37.2% |
| 6M | -44.0% | +12.6% | -56.6% | -47.7% |
| YTD | +21.1% | -0.2% | +21.3% | +17.3% |
| 1Y | +16.3% | +4.1% | +12.2% | +10.5% |
| 3Y | +507.4% | +50.6% | +456.8% | +398.1% |
| 5Y | +1,052.1% | +36.2% | +1,015.8% | +870.3% |
| 10Y | +3,650.8% | +453.9% | +3,197.0% | +1,736.2% |
| All | +8,714.3% | +6,453.4% | +2,260.9% | +1,643.1% |
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