+372.6%
MCO vs FE
+114.8%
+257.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -7.3% | -1.7% | -5.6% | -6.6% |
| 30D | -1.7% | -1.3% | -0.4% | -1.2% |
| 3M | +3.9% | +0.6% | +3.3% | +3.5% |
| 6M | +3.8% | -6.8% | +10.7% | +6.6% |
| YTD | -7.9% | +6.4% | -14.3% | -10.9% |
| 1Y | -6.8% | +11.3% | -18.1% | -11.8% |
| 3Y | +40.9% | +47.1% | -6.1% | +16.5% |
| 5Y | +27.5% | +50.4% | -22.9% | +3.7% |
| All | +372.6% | +114.8% | +257.8% | +269.2% |
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