+8,732.2%
AMD vs MCO
+377.3%
+8,354.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +4.1% |
| 7D | +14.0% | -3.1% | +17.2% | +16.4% |
| 30D | +11.0% | -0.5% | +11.5% | +10.6% |
| 3M | +9.6% | +5.7% | +3.9% | +2.0% |
| 6M | +157.1% | +3.0% | +154.1% | +141.3% |
| YTD | +143.3% | -6.5% | +149.8% | +143.2% |
| 1Y | +234.4% | -5.8% | +240.2% | +228.8% |
| 3Y | +391.2% | +43.1% | +348.1% | +232.0% |
| 5Y | +390.9% | +29.5% | +361.4% | +262.0% |
| 10Y | +8,732.2% | +388.8% | +8,343.4% | +2,182.1% |
| All | +8,732.2% | +377.3% | +8,354.9% | +2,182.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling