+19,283.2%
AMAT vs MCO
+7,698.6%
+11,584.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.3% |
| 7D | -1.5% | -4.2% | +2.6% | +0.4% |
| 30D | -14.8% | +2.2% | -17.0% | -15.9% |
| 3M | -9.3% | +10.1% | -19.4% | -14.9% |
| 6M | +27.4% | +5.3% | +22.1% | +21.2% |
| YTD | +77.6% | -2.7% | +80.3% | +74.6% |
| 1Y | +188.9% | -0.4% | +189.3% | +178.9% |
| 3Y | +202.3% | +49.0% | +153.3% | +139.9% |
| 5Y | +248.9% | +33.6% | +215.3% | +193.5% |
| 10Y | +1,585.2% | +395.3% | +1,189.9% | +726.1% |
| All | +19,283.2% | +7,698.6% | +11,584.6% | +2,036.4% |
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