-1.2%
MCD vs XEL
+47.7%
-48.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -2.8% | -1.0% | -1.9% | -2.6% |
| 30D | -6.0% | -1.9% | -4.1% | -5.6% |
| 3M | -5.6% | -1.9% | -3.7% | -5.1% |
| 6M | -21.9% | -7.4% | -14.4% | -20.3% |
| YTD | -14.7% | +4.1% | -18.8% | -15.9% |
| 1Y | -17.3% | +8.0% | -25.3% | -19.4% |
| All | -1.2% | +47.7% | -48.9% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling