+376.3%
AMD vs MCO
+31.5%
+344.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.5% | +8.4% | +7.7% |
| 7D | +10.0% | -2.7% | +12.8% | +11.9% |
| 30D | +4.6% | +0.9% | +3.7% | +3.2% |
| 3M | +3.1% | +8.7% | -5.5% | -6.0% |
| 6M | +162.8% | +2.4% | +160.4% | +148.3% |
| YTD | +136.2% | -5.2% | +141.3% | +134.9% |
| 1Y | +234.0% | -4.4% | +238.4% | +226.1% |
| 3Y | +376.7% | +45.1% | +331.6% | +196.8% |
| 5Y | +376.3% | +31.5% | +344.9% | +219.3% |
| All | +376.3% | +31.5% | +344.9% | +219.3% |
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