+8,042.9%
AMD vs MCO
+460.4%
+7,582.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +6.7% |
| 7D | +13.1% | -2.5% | +15.7% | +15.6% |
| 30D | -7.0% | +9.4% | -16.4% | -13.4% |
| 3M | +16.6% | +8.3% | +8.3% | +8.1% |
| 6M | +20.5% | +15.4% | +5.2% | +3.8% |
| YTD | +158.2% | +1.5% | +156.7% | +140.8% |
| 1Y | +132.8% | +5.4% | +127.4% | +109.8% |
| 3Y | +366.2% | +53.1% | +313.1% | +198.9% |
| 5Y | +278.7% | +39.4% | +239.3% | +163.3% |
| All | +8,042.9% | +460.4% | +7,582.5% | +2,193.5% |
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