+8.1%
AMT vs MCO
+42.5%
-34.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +1.5% | -3.1% | +4.6% | +2.3% |
| 30D | +3.7% | -0.5% | +4.3% | +3.9% |
| 3M | -7.2% | +5.7% | -12.9% | -8.7% |
| 6M | -4.2% | +3.0% | -7.2% | -5.2% |
| YTD | +1.9% | -6.5% | +8.4% | +3.4% |
| 1Y | -6.4% | -5.8% | -0.6% | -5.4% |
| All | +8.1% | +42.5% | -34.4% | -10.5% |
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