+411.2%
XLF vs MCO
+5,304.5%
-4,893.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.4% |
| 7D | -2.9% | -7.3% | +4.4% | +0.9% |
| 30D | -1.6% | -1.7% | +0.1% | -0.9% |
| 3M | +9.3% | +3.9% | +5.3% | +6.7% |
| 6M | +14.6% | +3.8% | +10.8% | +11.6% |
| YTD | +4.7% | -7.9% | +12.6% | +7.5% |
| 1Y | +8.6% | -6.8% | +15.5% | +10.5% |
| 3Y | +73.9% | +40.9% | +32.9% | +41.5% |
| 5Y | +65.0% | +27.5% | +37.5% | +38.0% |
| 10Y | +250.4% | +381.4% | -131.0% | +46.0% |
| All | +411.2% | +5,304.5% | -4,893.3% | -22.7% |
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