+211.3%
MCD vs XLB
+173.6%
+37.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +0.8% |
| 7D | +5.9% | -1.4% | +7.3% | +6.7% |
| 30D | +19.6% | +7.1% | +12.5% | +15.7% |
| 3M | +3.3% | +0.6% | +2.7% | +3.0% |
| 6M | +3.5% | +3.5% | 0.0% | +1.4% |
| YTD | -6.1% | +18.2% | -24.3% | -14.4% |
| 1Y | -3.7% | +25.6% | -29.3% | -14.9% |
| 3Y | +13.4% | +46.7% | -33.3% | -9.4% |
| 5Y | +25.2% | +30.9% | -5.7% | +4.8% |
| 10Y | +211.3% | +167.7% | +43.5% | +68.7% |
| All | +211.3% | +173.6% | +37.7% | +68.7% |
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