+64.3%
XLF vs MCO
+28.6%
+35.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.1% |
| 7D | -1.5% | -3.8% | +2.3% | +0.3% |
| 30D | -1.2% | -0.4% | -0.8% | -1.1% |
| 3M | +9.2% | +7.7% | +1.5% | +5.1% |
| 6M | +16.3% | +7.0% | +9.3% | +12.0% |
| 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% | +42.2% |
| All | +64.3% | +28.6% | +35.6% | +33.3% |
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 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