+16,741.3%
AMAT vs MCO
+8,036.4%
+8,704.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.2% | +5.7% |
| 7D | +7.0% | -2.5% | +9.5% | +8.4% |
| 30D | -20.6% | +9.4% | -30.0% | -24.1% |
| 3M | -24.8% | +8.3% | -33.1% | -28.1% |
| 6M | -10.7% | +15.4% | -26.1% | -18.7% |
| YTD | +54.3% | +1.5% | +52.8% | +47.9% |
| 1Y | +73.7% | +5.4% | +68.4% | +63.4% |
| 3Y | +168.4% | +53.1% | +115.3% | +109.5% |
| 5Y | +167.6% | +39.4% | +128.1% | +119.5% |
| 10Y | +1,425.2% | +463.0% | +962.2% | +605.0% |
| All | +16,741.3% | +8,036.4% | +8,704.9% | +1,710.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling