+28.6%
MCO vs AME
+83.9%
-55.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.0% |
| 7D | -7.3% | 0.0% | -7.3% | -7.4% |
| 30D | -1.7% | -8.6% | +6.9% | +3.2% |
| 3M | +3.9% | +5.8% | -1.9% | -0.4% |
| 6M | +3.8% | +3.8% | 0.0% | -0.1% |
| YTD | -7.9% | +14.4% | -22.3% | -17.2% |
| 1Y | -6.8% | +25.8% | -32.6% | -21.8% |
| 3Y | +40.9% | +55.2% | -14.2% | -1.9% |
| All | +28.6% | +83.9% | -55.3% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling