+227.7%
XLE vs MCO
+29.3%
+198.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | +0.3% | -3.1% | +3.5% | +0.9% |
| 30D | +8.5% | -0.5% | +9.1% | +8.5% |
| 3M | +14.6% | +5.7% | +8.9% | +12.9% |
| 6M | +17.6% | +3.0% | +14.5% | +16.2% |
| YTD | +48.1% | -6.5% | +54.6% | +49.1% |
| 1Y | +53.8% | -5.8% | +59.6% | +54.2% |
| 3Y | +56.2% | +43.1% | +13.1% | +39.3% |
| 5Y | +227.7% | +29.5% | +198.3% | +192.2% |
| All | +227.7% | +29.3% | +198.4% | +192.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling