+179.2%
XLE vs MCO
+453.0%
-273.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +5.4% | +0.5% | +4.9% | +5.2% |
| 30D | -3.9% | +9.8% | -13.8% | -7.8% |
| 3M | +7.0% | +4.3% | +2.7% | +4.6% |
| 6M | +14.2% | +16.5% | -2.3% | +5.8% |
| YTD | +48.2% | +0.1% | +48.0% | +44.5% |
| 1Y | +47.7% | +4.4% | +43.2% | +41.2% |
| 3Y | +70.0% | +51.6% | +18.4% | +32.9% |
| 5Y | +169.1% | +36.7% | +132.5% | +115.7% |
| All | +179.2% | +453.0% | -273.9% | +25.1% |
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