+158.8%
XLB vs MCO
+385.7%
-226.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | -3.5% | -7.3% | +3.8% | -0.1% |
| 30D | -4.7% | -1.7% | -3.0% | -4.0% |
| 3M | +2.7% | +3.9% | -1.2% | +0.3% |
| 6M | +2.6% | +3.8% | -1.2% | -0.2% |
| YTD | +12.8% | -7.9% | +20.8% | +15.1% |
| 1Y | +14.0% | -6.8% | +20.8% | +15.2% |
| 3Y | +31.5% | +40.9% | -9.5% | +5.5% |
| 5Y | +33.4% | +27.5% | +5.9% | +10.0% |
| All | +158.8% | +385.7% | -226.9% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling