+1,707.5%
AMAT vs MCO
+377.3%
+1,330.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | +0.1% |
| 7D | +6.9% | -3.1% | +10.1% | +9.0% |
| 30D | -10.1% | -0.5% | -9.6% | -10.4% |
| 3M | -6.0% | +5.7% | -11.7% | -12.3% |
| 6M | +38.6% | +3.0% | +35.6% | +30.1% |
| YTD | +83.1% | -6.5% | +89.6% | +82.7% |
| 1Y | +188.3% | -5.8% | +194.1% | +182.6% |
| 3Y | +225.3% | +43.1% | +182.2% | +123.1% |
| 5Y | +262.0% | +29.5% | +232.5% | +166.5% |
| 10Y | +1,707.5% | +388.8% | +1,318.6% | +412.1% |
| All | +1,707.5% | +377.3% | +1,330.2% | +412.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling