+558.7%
XLP vs MCO
+5,810.1%
-5,251.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | +0.1% | +1.0% | -0.9% | -0.1% |
| 30D | +8.9% | +10.1% | -1.2% | +6.8% |
| 3M | +7.5% | +7.2% | +0.3% | +5.9% |
| 6M | +9.4% | +13.8% | -4.3% | +6.3% |
| YTD | +19.3% | +0.7% | +18.5% | +18.2% |
| 1Y | +21.7% | +5.6% | +16.1% | +19.4% |
| 3Y | +44.0% | +54.1% | -10.1% | +29.3% |
| 5Y | +42.8% | +36.0% | +6.8% | +30.0% |
| 10Y | +128.8% | +457.5% | -328.8% | +55.7% |
| All | +558.7% | +5,810.1% | -5,251.4% | +193.5% |
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