+1,344.8%
MCO vs AMCR
+96.6%
+1,248.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -7.3% | -5.0% | -2.4% | -5.8% |
| 30D | -1.7% | -8.0% | +6.3% | +0.8% |
| 3M | +3.9% | +14.3% | -10.4% | -0.5% |
| 6M | +3.8% | +5.3% | -1.5% | +1.5% |
| YTD | -7.9% | +7.7% | -15.6% | -11.4% |
| 1Y | -6.8% | +10.8% | -17.7% | -11.3% |
| 3Y | +40.9% | +9.6% | +31.4% | +33.1% |
| 5Y | +27.5% | -10.2% | +37.7% | +28.3% |
| 10Y | +381.4% | +16.5% | +364.9% | +323.8% |
| All | +1,344.8% | +96.6% | +1,248.2% | +1,130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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