+52.6%
XOM vs MCO
+9.9%
+42.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.9% | -9.5% | -3.8% |
| 7D | -7.0% | +10.7% | -17.7% | -5.5% |
| 30D | +3.2% | +17.9% | -14.7% | +5.9% |
| 3M | +10.7% | +9.5% | +1.2% | +12.3% |
| 6M | +11.6% | +18.1% | -6.5% | +14.8% |
| YTD | +43.5% | +4.1% | +39.4% | +43.3% |
| 1Y | +52.6% | +9.3% | +43.3% | +52.3% |
| All | +52.6% | +9.9% | +42.7% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling