+3,806.8%
AMD vs MCO
+7,969.8%
-4,163.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.0% | +13.7% | +14.2% |
| 7D | +6.5% | +1.4% | +5.1% | +5.8% |
| 30D | -15.3% | +10.0% | -25.3% | -20.1% |
| 3M | +9.7% | +7.0% | +2.7% | +4.4% |
| 6M | +13.2% | +13.7% | -0.5% | +2.3% |
| YTD | +140.6% | +0.6% | +139.9% | +129.7% |
| 1Y | +111.2% | +6.2% | +104.9% | +95.0% |
| 3Y | +334.4% | +51.9% | +282.6% | +225.8% |
| 5Y | +268.3% | +37.5% | +230.9% | +198.3% |
| 10Y | +8,077.9% | +459.4% | +7,618.6% | +3,096.9% |
| All | +3,806.8% | +7,969.8% | -4,163.0% | +249.4% |
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