+1,454.7%
AMT vs MCO
+5,159.7%
-3,705.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +6.8% | +9.8% | -3.0% | +3.2% |
| 3M | +11.2% | +4.3% | +6.9% | +9.4% |
| 6M | +12.5% | +16.5% | -4.0% | +6.1% |
| YTD | +12.5% | +0.1% | +12.4% | +11.0% |
| 1Y | +10.1% | +4.4% | +5.7% | +6.9% |
| 3Y | +16.0% | +51.6% | -35.6% | -3.1% |
| 5Y | -17.2% | +36.7% | -53.8% | -28.9% |
| 10Y | +135.2% | +455.7% | -320.4% | +23.1% |
| All | +1,454.7% | +5,159.7% | -3,705.0% | +198.7% |
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