+36.0%
MCO vs AMBA
-69.7%
+105.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | +0.4% |
| 7D | +1.0% | 0.0% | +1.0% | +0.9% |
| 30D | +10.1% | -8.6% | +18.7% | +11.2% |
| 3M | +7.2% | -29.0% | +36.2% | +11.7% |
| 6M | +13.8% | -19.2% | +33.0% | +13.0% |
| YTD | +0.7% | -13.0% | +13.7% | -2.2% |
| 1Y | +5.6% | -31.3% | +36.9% | +6.3% |
| 3Y | +54.1% | +28.1% | +25.9% | +28.3% |
| 5Y | +36.0% | -69.4% | +105.4% | +28.7% |
| All | +36.0% | -69.7% | +105.7% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling