+74.2%
XLF vs MCO
+42.6%
+31.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | 0.0% |
| 7D | -1.5% | -3.8% | +2.3% | +0.1% |
| 30D | -1.2% | -0.4% | -0.8% | -1.1% |
| 3M | +9.2% | +7.7% | +1.5% | +5.3% |
| 6M | +16.3% | +7.0% | +9.3% | +12.2% |
| YTD | +5.4% | -6.4% | +11.8% | +7.7% |
| 1Y | +7.6% | -7.6% | +15.2% | +10.3% |
| 3Y | +74.2% | +43.2% | +31.0% | +43.2% |
| All | +74.2% | +42.6% | +31.6% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling