+669.1%
MCO vs AMC
-97.6%
+766.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.6% |
| 7D | -1.7% | +8.4% | -10.1% | -1.9% |
| 30D | +9.1% | +9.2% | 0.0% | +8.9% |
| 3M | +6.2% | +32.0% | -25.8% | +5.4% |
| 6M | +12.6% | +149.3% | -136.6% | +9.8% |
| YTD | -0.2% | +114.1% | -114.3% | -2.6% |
| 1Y | +4.1% | +35.8% | -31.7% | +2.6% |
| 3Y | +50.6% | -58.3% | +108.9% | +50.2% |
| 5Y | +36.2% | -99.2% | +135.4% | +42.3% |
| 10Y | +453.9% | -98.8% | +552.6% | +499.8% |
| All | +669.1% | -97.6% | +766.7% | +617.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling