+215.2%
XLY vs MCO
+393.6%
-178.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | 0.0% |
| 7D | -1.7% | -3.8% | +2.1% | +0.3% |
| 30D | -4.2% | -0.4% | -3.8% | -4.1% |
| 3M | -2.7% | +7.7% | -10.4% | -6.8% |
| 6M | -0.6% | +7.0% | -7.6% | -4.9% |
| YTD | -5.0% | -6.4% | +1.4% | -3.2% |
| 1Y | -4.1% | -7.6% | +3.5% | -2.0% |
| 3Y | +33.6% | +43.2% | -9.6% | +5.7% |
| 5Y | +28.7% | +29.6% | -0.9% | +5.3% |
| All | +215.2% | +393.6% | -178.4% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling