+7,765.4%
AMD vs MCO
+453.0%
+7,312.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.3% | -9.1% | -9.0% |
| 7D | +18.9% | +0.5% | +18.4% | +18.5% |
| 30D | -6.4% | +9.8% | -16.3% | -13.3% |
| 3M | +10.6% | +4.3% | +6.3% | +5.4% |
| 6M | +19.9% | +16.5% | +3.4% | +2.3% |
| YTD | +149.4% | +0.1% | +149.2% | +134.6% |
| 1Y | +115.4% | +4.4% | +110.9% | +95.1% |
| 3Y | +357.3% | +51.6% | +305.7% | +194.9% |
| 5Y | +261.1% | +36.7% | +224.4% | +154.5% |
| All | +7,765.4% | +453.0% | +7,312.4% | +2,134.2% |
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