+181.3%
MCD vs XEL
+146.5%
+34.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.9% | +0.9% | -3.8% | -3.2% |
| 30D | -6.7% | -0.9% | -5.9% | -6.5% |
| 3M | -9.6% | -1.4% | -8.1% | -9.2% |
| 6M | -22.3% | -5.8% | -16.5% | -20.7% |
| YTD | -15.4% | +4.7% | -20.1% | -17.4% |
| 1Y | -16.8% | +9.1% | -25.9% | -20.2% |
| 3Y | -2.4% | +47.8% | -50.3% | -18.5% |
| 5Y | +19.4% | +29.0% | -9.7% | +4.2% |
| 10Y | +181.3% | +154.0% | +27.3% | +106.6% |
| All | +181.3% | +146.5% | +34.8% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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