+500.1%
XRT vs MCO
+1,041.5%
-541.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.0% |
| 7D | -0.3% | -2.7% | +2.5% | +0.9% |
| 30D | -5.6% | +0.9% | -6.6% | -6.1% |
| 3M | +2.5% | +8.7% | -6.1% | -1.5% |
| 6M | +3.7% | +2.4% | +1.2% | +1.9% |
| YTD | +1.0% | -5.2% | +6.1% | +2.0% |
| 1Y | -1.2% | -4.4% | +3.2% | -0.9% |
| 3Y | +43.4% | +45.1% | -1.8% | +18.0% |
| 5Y | -0.7% | +31.5% | -32.2% | -15.4% |
| 10Y | +123.7% | +380.7% | -257.0% | +4.8% |
| All | +500.1% | +1,041.5% | -541.4% | +50.5% |
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