+143.7%
XLC vs MCO
+194.5%
-50.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.2% |
| 7D | +0.5% | -3.8% | +4.3% | +2.4% |
| 30D | +2.1% | -0.4% | +2.5% | +2.2% |
| 3M | +0.7% | +7.7% | -7.0% | -3.2% |
| 6M | -3.2% | +7.0% | -10.2% | -7.0% |
| YTD | -3.8% | -6.4% | +2.6% | -2.1% |
| 1Y | -2.0% | -7.6% | +5.6% | -0.1% |
| 3Y | +71.4% | +43.2% | +28.1% | +36.7% |
| 5Y | +40.7% | +29.6% | +11.1% | +15.5% |
| All | +143.7% | +194.5% | -50.8% | +20.0% |
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 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