-7.6%
MCO vs AME
+29.6%
-37.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.6% | +1.3% |
| 7D | -3.8% | +1.7% | -5.5% | -3.9% |
| 30D | -0.4% | -6.4% | +6.0% | +0.1% |
| 3M | +7.7% | +7.1% | +0.6% | +6.4% |
| 6M | +7.0% | +8.2% | -1.2% | +4.9% |
| YTD | -6.4% | +18.2% | -24.6% | -10.5% |
| 1Y | -7.6% | +26.7% | -34.4% | -15.5% |
| All | -7.6% | +29.6% | -37.2% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling