+211.7%
MCD vs XLB
+170.1%
+41.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +7.1% | -1.5% | +8.6% | +8.0% |
| 30D | +19.8% | +6.1% | +13.7% | +16.4% |
| 3M | +0.8% | 0.0% | +0.8% | +0.8% |
| 6M | -1.3% | 0.0% | -1.3% | -1.6% |
| YTD | -7.8% | +16.0% | -23.8% | -15.1% |
| 1Y | -5.0% | +24.7% | -29.7% | -15.8% |
| 3Y | +10.5% | +40.4% | -29.8% | -9.6% |
| 5Y | +22.0% | +30.7% | -8.7% | +2.0% |
| All | +211.7% | +170.1% | +41.5% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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