+469.1%
MCD vs LYB
+634.9%
-165.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.2% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | -6.1% | +9.5% | -15.6% | -7.6% |
| 3M | -7.3% | +1.3% | -8.5% | -7.7% |
| 6M | -20.9% | -1.7% | -19.2% | -21.6% |
| YTD | -14.7% | +54.1% | -68.8% | -22.4% |
| 1Y | -16.1% | +25.7% | -41.8% | -21.1% |
| 3Y | -1.5% | -20.9% | +19.4% | -0.4% |
| 5Y | +20.4% | -1.5% | +22.0% | +14.7% |
| 10Y | +180.0% | +45.0% | +135.0% | +129.4% |
| All | +469.1% | +634.9% | -165.7% | +232.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling