+889.2%
XLV vs MCO
+5,392.3%
-4,503.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -3.6% | -3.8% | +0.2% | -2.5% |
| 30D | -1.8% | -0.4% | -1.4% | -1.8% |
| 3M | +7.8% | +7.7% | +0.1% | +5.4% |
| 6M | +9.1% | +7.0% | +2.1% | +6.7% |
| YTD | +7.7% | -6.4% | +14.1% | +8.7% |
| 1Y | +20.4% | -7.6% | +28.1% | +21.8% |
| 3Y | +30.8% | +43.2% | -12.5% | +16.3% |
| 5Y | +34.6% | +29.6% | +5.1% | +21.3% |
| 10Y | +173.4% | +389.2% | -215.8% | +73.3% |
| All | +889.2% | +5,392.3% | -4,503.1% | +230.4% |
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