+508.9%
XLP vs MCO
+5,607.4%
-5,098.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | -1.0% | -4.2% | +3.1% | -0.2% |
| 30D | -0.9% | +2.2% | -3.1% | -1.4% |
| 3M | +3.8% | +10.1% | -6.3% | +1.6% |
| 6M | -1.7% | +5.3% | -7.0% | -3.1% |
| YTD | +10.3% | -2.7% | +13.0% | +10.1% |
| 1Y | +7.8% | -0.4% | +8.2% | +7.0% |
| 3Y | +27.2% | +49.0% | -21.8% | +15.0% |
| 5Y | +32.5% | +33.6% | -1.1% | +21.0% |
| 10Y | +101.8% | +395.3% | -293.5% | +40.4% |
| All | +508.9% | +5,607.4% | -5,098.4% | +173.5% |
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 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