+81.8%
XLI vs MCO
+28.6%
+53.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.5% |
| 7D | -1.7% | -3.8% | +2.1% | -0.3% |
| 30D | -7.3% | -0.4% | -6.9% | -7.3% |
| 3M | -1.3% | +7.7% | -9.1% | -4.7% |
| 6M | +2.2% | +7.0% | -4.8% | -1.3% |
| YTD | +11.7% | -6.4% | +18.1% | +13.2% |
| 1Y | +14.3% | -7.6% | +21.9% | +16.1% |
| 3Y | +70.3% | +43.2% | +27.1% | +40.6% |
| All | +81.8% | +28.6% | +53.2% | +49.6% |
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