+802.1%
XLB vs MCO
+5,387.9%
-4,585.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.5% |
| 7D | -2.9% | -3.1% | +0.2% | -1.8% |
| 30D | -3.4% | -0.5% | -2.8% | -3.3% |
| 3M | +1.6% | +5.7% | -4.1% | -0.8% |
| 6M | +3.6% | +3.0% | +0.6% | +1.8% |
| YTD | +14.2% | -6.5% | +20.7% | +15.4% |
| 1Y | +15.6% | -5.8% | +21.3% | +16.1% |
| 3Y | +33.1% | +43.1% | -10.0% | +13.2% |
| 5Y | +35.1% | +29.5% | +5.6% | +17.6% |
| 10Y | +164.5% | +388.8% | -224.3% | +41.2% |
| All | +802.1% | +5,387.9% | -4,585.8% | +117.3% |
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