+137.9%
AMAT vs MCO
+52.4%
+85.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.7% |
| 7D | -14.7% | +2.4% | -17.1% | -15.2% |
| 30D | -36.1% | +12.5% | -48.6% | -38.0% |
| 3M | -36.9% | +7.1% | -44.0% | -38.2% |
| 6M | -22.2% | +13.2% | -35.4% | -26.8% |
| YTD | +29.9% | -0.4% | +30.3% | +30.1% |
| 1Y | +43.3% | +5.8% | +37.5% | +38.0% |
| All | +137.9% | +52.4% | +85.5% | +71.1% |
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 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