+34.8%
MCO vs AMBA
-53.9%
+88.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -2.0% |
| 7D | -4.2% | -11.0% | +6.8% | -2.6% |
| 30D | +2.2% | -23.2% | +25.4% | +5.9% |
| 3M | +10.1% | -12.7% | +22.8% | +9.7% |
| 6M | +5.3% | +11.2% | -6.0% | -0.9% |
| YTD | -2.7% | -11.2% | +8.5% | -5.3% |
| 1Y | -0.4% | -22.5% | +22.2% | -2.0% |
| 3Y | +49.0% | -1.3% | +50.4% | +32.0% |
| All | +34.8% | -53.9% | +88.8% | +20.9% |
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