+1,321.9%
AMAT vs MCO
+453.0%
+868.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -3.0% |
| 7D | +11.4% | +0.5% | +10.9% | +11.1% |
| 30D | -17.0% | +9.8% | -26.9% | -22.6% |
| 3M | -30.6% | +4.3% | -34.9% | -33.4% |
| 6M | -14.9% | +16.5% | -31.4% | -26.8% |
| YTD | +44.7% | +0.1% | +44.5% | +36.8% |
| 1Y | +66.9% | +4.4% | +62.4% | +52.3% |
| 3Y | +153.3% | +51.6% | +101.7% | +66.3% |
| 5Y | +146.2% | +36.7% | +109.6% | +73.7% |
| All | +1,321.9% | +453.0% | +868.9% | +280.7% |
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