+214.0%
AMAT vs MCO
+49.2%
+164.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.9% |
| 7D | -1.5% | -4.2% | +2.6% | -0.3% |
| 30D | -14.8% | +2.2% | -17.0% | -15.5% |
| 3M | -9.3% | +10.1% | -19.4% | -13.7% |
| 6M | +27.4% | +5.3% | +22.1% | +23.3% |
| YTD | +77.6% | -2.7% | +80.3% | +78.6% |
| 1Y | +188.9% | -0.4% | +189.3% | +184.0% |
| All | +214.0% | +49.2% | +164.8% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling