-3.9%
MCD vs LYB
+47.4%
-51.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.7% | +11.3% | +6.3% |
| 7D | +11.9% | -6.2% | +18.1% | +11.6% |
| 30D | +20.2% | +6.3% | +13.9% | +20.3% |
| 3M | +5.2% | +4.1% | +1.1% | +5.2% |
| 6M | 0.0% | -15.5% | +15.5% | -0.6% |
| YTD | -6.5% | +50.2% | -56.8% | -10.5% |
| 1Y | -3.9% | +50.6% | -54.5% | -8.5% |
| All | -3.9% | +47.4% | -51.4% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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