+268.9%
AMAT vs MCO
+31.5%
+237.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +5.4% |
| 7D | +7.0% | -2.7% | +9.7% | +8.5% |
| 30D | -12.2% | +0.9% | -13.2% | -13.2% |
| 3M | -3.8% | +8.7% | -12.5% | -11.2% |
| 6M | +45.9% | +2.4% | +43.5% | +38.8% |
| YTD | +84.6% | -5.2% | +89.8% | +84.1% |
| 1Y | +193.4% | -4.4% | +197.7% | +187.5% |
| 3Y | +228.1% | +45.1% | +182.9% | +120.6% |
| 5Y | +268.9% | +31.5% | +237.5% | +162.3% |
| All | +268.9% | +31.5% | +237.5% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling