+248.8%
XLF vs MCO
+393.6%
-144.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.2% |
| 7D | -1.5% | -3.8% | +2.3% | +0.5% |
| 30D | -1.2% | -0.4% | -0.8% | -1.1% |
| 3M | +9.2% | +7.7% | +1.5% | +4.4% |
| 6M | +16.3% | +7.0% | +9.3% | +11.2% |
| YTD | +5.4% | -6.4% | +11.8% | +7.5% |
| 1Y | +7.6% | -7.6% | +15.2% | +10.1% |
| 3Y | +74.2% | +43.2% | +31.0% | +37.3% |
| 5Y | +66.1% | +29.6% | +36.6% | +35.0% |
| All | +248.8% | +393.6% | -144.8% | +43.3% |
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 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