+28.6%
MCO vs XME
+165.2%
-136.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -0.5% |
| 7D | -7.3% | -3.0% | -4.3% | -6.6% |
| 30D | -1.7% | -2.6% | +0.9% | -1.2% |
| 3M | +3.9% | +2.2% | +1.8% | +2.6% |
| 6M | +3.8% | +0.7% | +3.1% | +2.2% |
| YTD | -7.9% | +10.9% | -18.8% | -13.1% |
| 1Y | -6.8% | +35.7% | -42.6% | -19.2% |
| 3Y | +40.9% | +127.1% | -86.2% | -2.5% |
| All | +28.6% | +165.2% | -136.6% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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