+333.2%
MCO vs FND
+57.3%
+276.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -3.1% | -0.8% | -2.4% | -3.0% |
| 30D | -0.5% | -19.6% | +19.1% | +5.4% |
| 3M | +5.7% | -4.3% | +10.0% | +5.9% |
| 6M | +3.0% | -20.4% | +23.5% | +7.7% |
| YTD | -6.5% | -21.9% | +15.4% | -2.6% |
| 1Y | -5.8% | -45.2% | +39.4% | +8.0% |
| 3Y | +43.1% | -49.2% | +92.3% | +60.6% |
| 5Y | +29.5% | -61.8% | +91.3% | +49.7% |
| All | +333.2% | +57.3% | +276.0% | +228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling