+20.4%
MCD vs XEL
+33.1%
-12.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -2.0% | +1.3% | -3.3% | -2.4% |
| 30D | -6.1% | -1.5% | -4.6% | -5.8% |
| 3M | -7.3% | -0.2% | -7.0% | -7.3% |
| 6M | -20.9% | -5.4% | -15.5% | -19.8% |
| YTD | -14.7% | +5.6% | -20.3% | -16.3% |
| 1Y | -16.1% | +10.5% | -26.6% | -19.0% |
| 3Y | -1.5% | +49.2% | -50.7% | -13.6% |
| 5Y | +20.4% | +30.1% | -9.7% | +11.1% |
| All | +20.4% | +33.1% | -12.6% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling