+15.4%
MCO vs AMC
+131.1%
-115.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -2.5% | -2.8% | +0.3% | -2.4% |
| 30D | +9.4% | +14.0% | -4.6% | +8.7% |
| 3M | +8.3% | +42.5% | -34.2% | +6.2% |
| 6M | +15.4% | +142.6% | -127.2% | +5.7% |
| All | +15.4% | +131.1% | -115.7% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling