+40.9%
MCO vs AMC
-68.2%
+109.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.5% | -1.4% |
| 7D | -7.3% | -7.1% | -0.2% | -7.1% |
| 30D | -1.7% | -1.7% | 0.0% | -1.7% |
| 3M | +3.9% | +13.5% | -9.5% | +2.9% |
| 6M | +3.8% | +112.6% | -108.8% | -0.1% |
| YTD | -7.9% | +51.3% | -59.2% | -10.5% |
| 1Y | -6.8% | -14.5% | +7.6% | -7.8% |
| All | +40.9% | -68.2% | +109.1% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling