Controlling the noise properties of optical frequency combs (OFC) is of great importance as most OFC-based precision measurements are limited by their intrinsic stability. It has been found that OFC noise manifests itself as fluctuations of only a few global parameters, which indicates strong correlations between the fluctuations of individual frequency lines. However, the physical processes underneath such correlations are still not completely understood. We introduce a novel measurement scheme that allows us to measure simultaneously and in real time the whole Fourier spectrum of phase and amplitude fluctuations of the OFC field as well as its amplitude-phase correlations in many frequency bands spanning the laser spectrum. This enables us to determine the full quadrature covariance matrices in the frequency band mode basis, and this for various Fourier frequencies, to find their principal modes in time and frequency domain, and to associate them with global physical parameters.