+257,669.3%
AMZN vs MCO
+6,320.5%
+251,348.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.2% |
| 7D | -1.0% | -3.1% | +2.1% | +0.4% |
| 30D | -9.2% | -0.5% | -8.7% | -9.1% |
| 3M | +3.4% | +5.7% | -2.3% | +0.6% |
| 6M | +18.2% | +3.0% | +15.2% | +15.9% |
| YTD | +9.3% | -6.5% | +15.8% | +11.3% |
| 1Y | +5.9% | -5.8% | +11.7% | +7.2% |
| 3Y | +82.6% | +43.1% | +39.5% | +52.7% |
| 5Y | +44.9% | +29.5% | +15.4% | +27.1% |
| 10Y | +564.1% | +388.8% | +175.3% | +224.1% |
| All | +257,669.3% | +6,320.5% | +251,348.9% | +26,609.5% |
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 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