+2,602.3%
MCO vs FN
+3,620.5%
-1,018.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.3% | -2.6% |
| 7D | -4.2% | -1.7% | -2.5% | -3.9% |
| 30D | +2.2% | -22.0% | +24.2% | +5.5% |
| 3M | +10.1% | -43.0% | +53.1% | +18.2% |
| 6M | +5.3% | -27.7% | +33.0% | +6.2% |
| YTD | -2.7% | -10.5% | +7.8% | -6.5% |
| 1Y | -0.4% | +12.5% | -12.9% | -9.3% |
| 3Y | +49.0% | +153.8% | -104.8% | +8.7% |
| 5Y | +33.6% | +288.0% | -254.4% | -13.3% |
| 10Y | +395.3% | +906.4% | -511.1% | +157.6% |
| All | +2,602.3% | +3,620.5% | -1,018.2% | +1,017.4% |
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