+201.5%
AMD vs MCO
+36.3%
+165.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.9% | +12.9% | +12.3% |
| 7D | -11.0% | +2.4% | -13.4% | -12.5% |
| 30D | -30.5% | +12.5% | -42.9% | -36.5% |
| 3M | -8.2% | +7.1% | -15.3% | -14.0% |
| 6M | +6.6% | +13.2% | -6.7% | -7.1% |
| YTD | +109.7% | -0.4% | +110.0% | +99.6% |
| 1Y | +88.9% | +5.8% | +83.1% | +69.2% |
| 3Y | +301.8% | +55.4% | +246.4% | +132.1% |
| All | +201.5% | +36.3% | +165.3% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling