+457.8%
MCO vs FE
+126.1%
+331.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +0.5% | +1.2% | -0.7% | 0.0% |
| 30D | +9.8% | +4.5% | +5.3% | +7.8% |
| 3M | +4.3% | +1.3% | +2.9% | +3.6% |
| 6M | +16.5% | +8.7% | +7.8% | +12.1% |
| YTD | +0.1% | +9.2% | -9.1% | -4.3% |
| 1Y | +4.4% | +7.0% | -2.5% | +0.7% |
| 3Y | +51.6% | +51.4% | +0.2% | +23.5% |
| 5Y | +36.7% | +47.7% | -11.0% | +11.7% |
| All | +457.8% | +126.1% | +331.7% | +328.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling