+3,521.4%
AMD vs MCO
+7,698.6%
-4,177.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +5.9% |
| 7D | +2.6% | -4.2% | +6.7% | +4.9% |
| 30D | -0.9% | +2.2% | -3.1% | -2.5% |
| 3M | -8.7% | +10.1% | -18.8% | -15.2% |
| 6M | +136.3% | +5.3% | +131.1% | +123.7% |
| YTD | +123.0% | -2.7% | +125.7% | +118.8% |
| 1Y | +195.2% | -0.4% | +195.6% | +184.0% |
| 3Y | +336.3% | +49.0% | +287.3% | +233.2% |
| 5Y | +334.5% | +33.6% | +300.8% | +260.1% |
| 10Y | +6,259.1% | +395.3% | +5,863.8% | +2,576.5% |
| All | +3,521.4% | +7,698.6% | -4,177.2% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling