+28.6%
MCO vs XHB
+30.9%
-2.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.3% |
| 7D | -7.3% | -5.2% | -2.1% | -4.8% |
| 30D | -1.7% | -12.1% | +10.4% | +4.9% |
| 3M | +3.9% | -6.2% | +10.1% | +6.6% |
| 6M | +3.8% | -6.7% | +10.5% | +6.1% |
| YTD | -7.9% | -5.5% | -2.4% | -7.5% |
| 1Y | -6.8% | -15.6% | +8.8% | -0.4% |
| 3Y | +40.9% | +22.0% | +18.9% | +14.7% |
| All | +28.6% | +30.9% | -2.3% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling