+7,285.9%
MCO vs AME
+11,017.9%
-3,731.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -3.1% | +1.3% | -4.5% | -3.8% |
| 30D | -0.5% | -6.6% | +6.0% | +2.5% |
| 3M | +5.7% | +3.0% | +2.7% | +3.6% |
| 6M | +3.0% | +5.3% | -2.3% | -0.6% |
| YTD | -6.5% | +15.4% | -21.9% | -13.9% |
| 1Y | -5.8% | +26.8% | -32.6% | -17.4% |
| 3Y | +43.1% | +56.5% | -13.4% | +12.3% |
| 5Y | +29.5% | +85.2% | -55.8% | -5.9% |
| 10Y | +388.8% | +428.5% | -39.7% | +121.5% |
| All | +7,285.9% | +11,017.9% | -3,731.9% | +1,638.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling