+376.7%
AMD vs MCO
+44.0%
+332.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.5% | +8.4% | +6.9% |
| 7D | +10.0% | -2.7% | +12.8% | +11.1% |
| 30D | +4.6% | +0.9% | +3.7% | +3.8% |
| 3M | +3.1% | +8.7% | -5.5% | -2.8% |
| 6M | +162.8% | +2.4% | +160.4% | +154.6% |
| YTD | +136.2% | -5.2% | +141.3% | +138.6% |
| 1Y | +234.0% | -4.4% | +238.4% | +233.2% |
| 3Y | +376.7% | +45.1% | +331.6% | +265.8% |
| All | +376.7% | +44.0% | +332.7% | +265.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling