+6,051.7%
MCO vs FE
+571.3%
+5,480.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.9% |
| 3M | +4.3% | +1.3% | +2.9% | +3.7% |
| 6M | +16.5% | +8.7% | +7.8% | +12.4% |
| YTD | +0.1% | +9.2% | -9.1% | -3.9% |
| 1Y | +4.4% | +7.0% | -2.5% | +1.0% |
| 3Y | +51.6% | +51.4% | +0.2% | +25.8% |
| 5Y | +36.7% | +47.7% | -11.0% | +13.8% |
| 10Y | +455.7% | +125.0% | +330.7% | +278.3% |
| All | +6,051.7% | +571.3% | +5,480.4% | +3,155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling