+40.9%
MCO vs FND
-50.8%
+91.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -7.3% | -5.1% | -2.2% | -6.4% |
| 30D | -1.7% | -22.5% | +20.8% | +3.2% |
| 3M | +3.9% | -5.0% | +8.9% | +4.2% |
| 6M | +3.8% | -21.5% | +25.3% | +7.8% |
| YTD | -7.9% | -23.0% | +15.1% | -4.7% |
| 1Y | -6.8% | -44.9% | +38.0% | +4.0% |
| All | +40.9% | -50.8% | +91.7% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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