+5.7%
XLP vs MCO
-5.3%
+11.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -2.9% | -3.1% | +0.2% | -2.6% |
| 30D | -2.2% | -0.5% | -1.7% | -2.1% |
| 3M | -0.6% | +5.7% | -6.3% | -0.7% |
| 6M | -2.2% | +3.0% | -5.2% | -2.3% |
| YTD | +8.3% | -6.5% | +14.7% | +8.4% |
| 1Y | +5.7% | -5.8% | +11.5% | +5.3% |
| All | +5.7% | -5.3% | +11.1% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling