+380.3%
MCO vs AME
+445.1%
-64.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.6% | -0.5% |
| 7D | -3.8% | +1.7% | -5.5% | -4.8% |
| 30D | -0.4% | -6.4% | +6.0% | +3.7% |
| 3M | +7.7% | +7.1% | +0.6% | +2.1% |
| 6M | +7.0% | +8.2% | -1.2% | -0.2% |
| YTD | -6.4% | +18.2% | -24.6% | -18.2% |
| 1Y | -7.6% | +26.7% | -34.4% | -23.4% |
| 3Y | +43.2% | +60.7% | -17.5% | -2.0% |
| 5Y | +29.6% | +91.6% | -62.0% | -22.3% |
| All | +380.3% | +445.1% | -64.8% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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