+380.3%
MCO vs XHB
+215.4%
+164.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.7% |
| 7D | -3.8% | -4.6% | +0.9% | -0.9% |
| 30D | -0.4% | -9.1% | +8.7% | +5.5% |
| 3M | +7.7% | -8.6% | +16.3% | +13.0% |
| 6M | +7.0% | -4.0% | +11.0% | +7.8% |
| YTD | -6.4% | -3.9% | -2.5% | -6.7% |
| 1Y | -7.6% | -16.5% | +8.8% | +0.4% |
| 3Y | +43.2% | +22.6% | +20.7% | +15.3% |
| 5Y | +29.6% | +33.9% | -4.4% | -4.4% |
| All | +380.3% | +215.4% | +164.9% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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