+6,866.9%
MCO vs FDS
+8,778.1%
-1,911.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.2% |
| 7D | -3.1% | -8.8% | +5.6% | +0.1% |
| 30D | -0.5% | -1.4% | +0.8% | -0.2% |
| 3M | +5.7% | +13.9% | -8.2% | 0.0% |
| 6M | +3.0% | +27.4% | -24.4% | -7.1% |
| YTD | -6.5% | -2.5% | -4.0% | -7.5% |
| 1Y | -5.8% | -23.8% | +18.0% | +1.4% |
| 3Y | +43.1% | -32.5% | +75.6% | +60.4% |
| 5Y | +29.5% | -23.2% | +52.7% | +39.1% |
| 10Y | +388.8% | +76.4% | +312.4% | +306.2% |
| All | +6,866.9% | +8,778.1% | -1,911.2% | +2,982.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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