+465.0%
MCO vs FTV
+87.0%
+378.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -0.7% |
| 7D | -3.1% | -1.3% | -1.9% | -2.4% |
| 30D | -0.5% | -9.5% | +9.0% | +5.3% |
| 3M | +5.7% | -10.9% | +16.6% | +12.4% |
| 6M | +3.0% | -0.6% | +3.7% | +2.5% |
| YTD | -6.5% | +1.4% | -7.9% | -9.1% |
| 1Y | -5.8% | +17.6% | -23.4% | -16.7% |
| 3Y | +43.1% | -3.3% | +46.4% | +39.7% |
| 5Y | +29.5% | -0.1% | +29.6% | +22.1% |
| 10Y | +388.8% | +82.5% | +306.3% | +230.6% |
| All | +465.0% | +87.0% | +378.0% | +280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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