+1,084.6%
XLI vs MCO
+5,304.5%
-4,219.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | -2.3% | -7.3% | +5.0% | +0.4% |
| 30D | -8.2% | -1.7% | -6.5% | -7.7% |
| 3M | +0.8% | +3.9% | -3.1% | -1.1% |
| 6M | +0.8% | +3.8% | -3.0% | -1.3% |
| YTD | +10.5% | -7.9% | +18.4% | +12.2% |
| 1Y | +14.1% | -6.8% | +21.0% | +15.0% |
| 3Y | +68.6% | +40.9% | +27.7% | +44.7% |
| 5Y | +80.4% | +27.5% | +52.9% | +58.0% |
| 10Y | +254.6% | +381.4% | -126.8% | +92.8% |
| All | +1,084.6% | +5,304.5% | -4,219.9% | +195.3% |
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 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