+1,370.8%
AMAT vs MCO
+453.2%
+917.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.5% | +1.4% | -3.9% | -3.4% |
| 30D | -26.5% | +10.0% | -36.5% | -31.5% |
| 3M | -28.6% | +7.0% | -35.6% | -32.8% |
| 6M | -14.2% | +13.7% | -27.9% | -25.0% |
| YTD | +45.5% | +0.6% | +44.8% | +37.0% |
| 1Y | +59.3% | +6.2% | +53.1% | +43.5% |
| 3Y | +153.1% | +51.9% | +101.2% | +66.0% |
| 5Y | +158.2% | +37.5% | +120.7% | +81.3% |
| 10Y | +1,370.8% | +459.4% | +911.4% | +294.2% |
| All | +1,370.8% | +453.2% | +917.6% | +294.2% |
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