+205.9%
MCD vs XEL
+185.3%
+20.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.1% |
| 7D | -1.9% | +0.7% | -2.7% | -2.2% |
| 30D | +16.6% | +9.3% | +7.3% | +12.6% |
| 3M | +0.9% | +5.3% | -4.3% | -1.2% |
| 6M | +1.5% | +2.2% | -0.7% | +0.4% |
| YTD | -8.3% | +12.3% | -20.7% | -12.9% |
| 1Y | -8.1% | +3.0% | -11.2% | -9.7% |
| 3Y | +10.3% | +51.6% | -41.2% | -8.7% |
| 5Y | +23.4% | +50.0% | -26.6% | +0.8% |
| 10Y | +205.9% | +183.8% | +22.1% | +115.3% |
| All | +205.9% | +185.3% | +20.6% | +115.3% |
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