+1,455.3%
XLK vs MCO
+5,304.5%
-3,849.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | -0.4% | -7.3% | +6.9% | +2.6% |
| 30D | -0.5% | -1.7% | +1.2% | 0.0% |
| 3M | +5.0% | +3.9% | +1.1% | +2.6% |
| 6M | +32.9% | +3.8% | +29.0% | +29.5% |
| YTD | +29.0% | -7.9% | +36.9% | +31.0% |
| 1Y | +37.8% | -6.8% | +44.7% | +38.8% |
| 3Y | +118.7% | +40.9% | +77.7% | +86.0% |
| 5Y | +145.6% | +27.5% | +118.1% | +116.3% |
| 10Y | +791.5% | +381.4% | +410.1% | +389.3% |
| All | +1,455.3% | +5,304.5% | -3,849.2% | +243.0% |
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