+2,696.3%
MCO vs FN
+3,082.8%
-386.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.6% |
| 7D | +1.4% | -4.1% | +5.5% | +1.6% |
| 30D | +10.0% | -28.3% | +38.3% | +14.5% |
| 3M | +7.0% | -33.9% | +40.9% | +11.8% |
| 6M | +13.7% | -43.9% | +57.6% | +19.5% |
| YTD | +0.6% | -23.4% | +24.1% | -2.3% |
| 1Y | +6.2% | -25.4% | +31.6% | +2.9% |
| 3Y | +51.9% | +107.9% | -56.0% | +13.0% |
| 5Y | +37.5% | +195.1% | -157.6% | -7.5% |
| 10Y | +459.4% | +794.1% | -334.7% | +192.5% |
| All | +2,696.3% | +3,082.8% | -386.6% | +1,067.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling