+176.9%
MCD vs LYB
+48.3%
+128.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -7.8% | +2.5% | -10.2% | -8.2% |
| 3M | -10.7% | +1.4% | -12.1% | -11.1% |
| 6M | -21.3% | -3.5% | -17.8% | -21.8% |
| YTD | -15.8% | +52.0% | -67.7% | -24.0% |
| 1Y | -16.0% | +22.1% | -38.1% | -21.1% |
| 3Y | -3.0% | -22.8% | +19.8% | -0.9% |
| 5Y | +18.6% | -3.4% | +22.0% | +12.5% |
| All | +176.9% | +48.3% | +128.7% | +117.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling