+213.3%
MCD vs XEL
+176.3%
+37.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +7.3% | +1.7% | +5.5% | +6.6% |
| 30D | +20.0% | +8.6% | +11.4% | +16.2% |
| 3M | +3.8% | +5.1% | -1.2% | +1.8% |
| 6M | +3.8% | +2.5% | +1.3% | +2.5% |
| YTD | -5.9% | +11.0% | -16.9% | -10.1% |
| 1Y | -3.2% | +2.7% | -6.0% | -4.8% |
| 3Y | +13.3% | +49.7% | -36.5% | -5.8% |
| 5Y | +25.2% | +46.1% | -20.9% | +3.5% |
| 10Y | +213.3% | +181.5% | +31.8% | +121.6% |
| All | +213.3% | +176.3% | +37.1% | +121.6% |
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