-5.8%
XLC vs MCO
+9.9%
-15.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.9% | -1.4% | +2.4% |
| 7D | +1.8% | +10.7% | -8.9% | -0.3% |
| 30D | -6.0% | +17.9% | -23.9% | -9.2% |
| 3M | -6.0% | +9.5% | -15.5% | -7.8% |
| 6M | -9.1% | +18.1% | -27.1% | -11.9% |
| YTD | -10.0% | +4.1% | -14.1% | -10.4% |
| 1Y | -5.8% | +9.3% | -15.1% | -7.3% |
| All | -5.8% | +9.9% | -15.7% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling