+9.3%
MCO vs AMC
+38.0%
-28.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.3% | -2.4% | +4.5% |
| 7D | +10.7% | +17.7% | -7.0% | +9.7% |
| 30D | +17.9% | +26.2% | -8.3% | +16.4% |
| 3M | +9.5% | +31.3% | -21.9% | +7.6% |
| 6M | +18.1% | +142.8% | -124.7% | +9.6% |
| YTD | +4.1% | +125.6% | -121.5% | -5.2% |
| 1Y | +9.3% | +40.2% | -30.9% | +0.3% |
| All | +9.3% | +38.0% | -28.7% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling