+468.9%
MCD vs LYB
+622.7%
-153.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -6.0% | +8.7% | -14.7% | -7.4% |
| 3M | -5.6% | -3.0% | -2.5% | -5.4% |
| 6M | -21.9% | +4.7% | -26.6% | -23.5% |
| YTD | -14.7% | +51.6% | -66.3% | -22.2% |
| 1Y | -17.3% | +24.4% | -41.6% | -22.1% |
| 3Y | -2.2% | -23.5% | +21.3% | -0.5% |
| 5Y | +20.3% | -6.5% | +26.8% | +15.7% |
| 10Y | +180.7% | +40.5% | +140.2% | +131.2% |
| All | +468.9% | +622.7% | -153.8% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling