+106.2%
XLP vs MCO
+377.3%
-271.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -2.9% | -3.1% | +0.2% | -2.0% |
| 30D | -2.2% | -0.5% | -1.7% | -2.1% |
| 3M | -0.6% | +5.7% | -6.3% | -2.3% |
| 6M | -2.2% | +3.0% | -5.2% | -3.5% |
| YTD | +8.3% | -6.5% | +14.7% | +9.4% |
| 1Y | +5.7% | -5.8% | +11.5% | +6.3% |
| 3Y | +25.7% | +43.1% | -17.4% | +8.8% |
| 5Y | +31.3% | +29.5% | +1.8% | +15.1% |
| 10Y | +106.2% | +388.8% | -282.7% | +16.5% |
| All | +106.2% | +377.3% | -271.1% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling