+4,481.2%
MCO vs FFIV
+7,518.9%
-3,037.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -4.2% | -1.0% | -3.2% | -4.1% |
| 30D | +2.2% | -5.1% | +7.3% | +2.8% |
| 3M | +10.1% | -4.5% | +14.6% | +10.5% |
| 6M | +5.3% | +36.5% | -31.2% | +0.8% |
| YTD | -2.7% | +53.0% | -55.7% | -8.3% |
| 1Y | -0.4% | +24.2% | -24.6% | -3.7% |
| 3Y | +49.0% | +137.2% | -88.2% | +32.7% |
| 5Y | +33.6% | +91.8% | -58.1% | +21.8% |
| 10Y | +395.3% | +215.2% | +180.1% | +325.1% |
| All | +4,481.2% | +7,518.9% | -3,037.7% | +3,335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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