+424.8%
MCO vs FCUV
-95.9%
+520.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -7.3% | -72.0% | +64.6% | -7.2% |
| 30D | -1.7% | -8.0% | +6.3% | -1.8% |
| 3M | +3.9% | +66.3% | -62.3% | +3.0% |
| 6M | +3.8% | -75.3% | +79.1% | +3.3% |
| YTD | -7.9% | -83.0% | +75.1% | -8.3% |
| 1Y | -6.8% | -94.7% | +87.8% | -7.1% |
| 3Y | +40.9% | -99.3% | +140.2% | +40.5% |
| 5Y | +27.5% | -99.9% | +127.4% | +27.3% |
| 10Y | +381.4% | -98.6% | +480.0% | +378.2% |
| All | +424.8% | -95.9% | +520.7% | +423.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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