+27.1%
XLP vs MCO
+44.0%
-16.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.2% |
| 7D | -1.4% | -2.7% | +1.3% | -0.9% |
| 30D | -1.3% | +0.9% | -2.2% | -1.5% |
| 3M | +1.8% | +8.7% | -6.8% | +0.2% |
| 6M | -0.8% | +2.4% | -3.2% | -1.4% |
| YTD | +9.5% | -5.2% | +14.7% | +10.3% |
| 1Y | +7.2% | -4.4% | +11.5% | +7.6% |
| 3Y | +27.1% | +45.1% | -18.0% | +12.1% |
| All | +27.1% | +44.0% | -16.8% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling