+55.4%
MCO vs FN
+101.0%
-45.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.7% | -13.5% | -2.2% |
| 7D | +2.4% | 0.0% | +2.4% | +2.3% |
| 30D | +12.5% | -34.3% | +46.8% | +14.0% |
| 3M | +7.1% | -39.9% | +47.0% | +8.7% |
| 6M | +13.2% | -51.8% | +65.0% | +15.9% |
| YTD | -0.4% | -28.1% | +27.8% | -3.0% |
| 1Y | +5.8% | -29.1% | +34.9% | +2.7% |
| 3Y | +55.4% | +102.4% | -47.1% | +23.3% |
| All | +55.4% | +101.0% | -45.6% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 3y: compounded portfolio wealth divided by compounded FN 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…
3y analysis · Full analysis span regression · 6 months rolling