+1,311.4%
AMT vs MCO
+5,008.1%
-3,696.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.3% |
| 7D | -0.2% | -4.2% | +3.9% | +1.3% |
| 30D | +4.6% | +2.2% | +2.4% | +3.8% |
| 3M | -8.4% | +10.1% | -18.6% | -11.8% |
| 6M | -6.0% | +5.3% | -11.3% | -8.1% |
| YTD | +2.1% | -2.7% | +4.9% | +1.9% |
| 1Y | -6.4% | -0.4% | -6.0% | -7.6% |
| 3Y | +8.1% | +49.0% | -41.0% | -9.2% |
| 5Y | -31.9% | +33.6% | -65.6% | -41.1% |
| 10Y | +97.1% | +395.3% | -298.2% | +7.2% |
| All | +1,311.4% | +5,008.1% | -3,696.7% | +174.3% |
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 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