+4,580.7%
MCO vs FLR
+587.1%
+3,993.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.7% |
| 7D | -3.1% | -3.1% | 0.0% | -2.4% |
| 30D | -0.5% | +4.9% | -5.5% | -1.8% |
| 3M | +5.7% | +10.8% | -5.1% | +1.9% |
| 6M | +3.0% | +19.7% | -16.6% | -3.4% |
| YTD | -6.5% | +38.4% | -44.8% | -15.5% |
| 1Y | -5.8% | +34.7% | -40.4% | -14.9% |
| 3Y | +43.1% | +56.7% | -13.5% | +18.8% |
| 5Y | +29.5% | +241.6% | -212.1% | -14.5% |
| 10Y | +388.8% | +20.2% | +368.6% | +241.4% |
| All | +4,580.7% | +587.1% | +3,993.5% | +2,248.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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