+1,024.7%
XLE vs MCO
+5,607.4%
-4,582.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.1% |
| 7D | +2.2% | -4.2% | +6.4% | +3.7% |
| 30D | +11.8% | +2.2% | +9.6% | +10.7% |
| 3M | +9.8% | +10.1% | -0.3% | +5.5% |
| 6M | +15.6% | +5.3% | +10.3% | +12.3% |
| YTD | +45.3% | -2.7% | +48.0% | +44.1% |
| 1Y | +48.3% | -0.4% | +48.7% | +45.3% |
| 3Y | +55.4% | +49.0% | +6.4% | +29.4% |
| 5Y | +216.1% | +33.6% | +182.5% | +167.0% |
| 10Y | +178.4% | +395.3% | -216.9% | +45.6% |
| All | +1,024.7% | +5,607.4% | -4,582.6% | +181.5% |
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