+1,246.8%
XEL vs MCO
+7,284.8%
-6,038.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -1.2% | -7.3% | +6.1% | +0.2% |
| 30D | -2.9% | -1.7% | -1.2% | -2.6% |
| 3M | -2.7% | +3.9% | -6.6% | -3.6% |
| 6M | -6.5% | +3.8% | -10.3% | -7.5% |
| YTD | +3.6% | -7.9% | +11.5% | +4.4% |
| 1Y | +7.5% | -6.8% | +14.4% | +8.0% |
| 3Y | +46.3% | +40.9% | +5.4% | +34.6% |
| 5Y | +30.5% | +27.5% | +3.0% | +20.9% |
| 10Y | +151.4% | +381.4% | -230.0% | +82.1% |
| All | +1,246.8% | +7,284.8% | -6,038.0% | +506.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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