+26.1%
MCO vs AMDL
+126.1%
-99.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.2% | +1.5% |
| 7D | -3.8% | +15.9% | -19.7% | -4.3% |
| 30D | -0.4% | +10.5% | -10.9% | -0.9% |
| 3M | +7.7% | -4.7% | +12.5% | +6.6% |
| 6M | +7.0% | +355.2% | -348.2% | -5.4% |
| YTD | -6.4% | +270.9% | -277.3% | -17.1% |
| 1Y | -7.6% | +499.5% | -507.1% | -23.2% |
| All | +26.1% | +126.1% | -99.9% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling