+20.8%
MCD vs LYB
-4.9%
+25.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -1.6% | +6.1% | -7.8% | -2.0% |
| 30D | +14.1% | +5.3% | +8.8% | +13.6% |
| 3M | +0.6% | +4.3% | -3.7% | +0.2% |
| 6M | 0.0% | -10.8% | +10.8% | +0.7% |
| YTD | -9.3% | +53.8% | -63.0% | -14.5% |
| 1Y | -9.3% | +50.5% | -59.8% | -14.4% |
| 3Y | +8.6% | -16.4% | +25.0% | +9.6% |
| All | +20.8% | -4.9% | +25.7% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling