+178.1%
MCD vs XLB
+161.2%
+16.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | -2.8% | -1.4% | -1.4% | -2.2% |
| 30D | -6.0% | -0.4% | -5.6% | -5.9% |
| 3M | -5.6% | +2.0% | -7.5% | -6.7% |
| 6M | -21.9% | +1.8% | -23.7% | -22.9% |
| YTD | -14.7% | +16.6% | -31.3% | -21.7% |
| 1Y | -17.3% | +16.9% | -34.2% | -24.3% |
| 3Y | -2.2% | +32.6% | -34.7% | -17.4% |
| 5Y | +20.3% | +35.6% | -15.4% | -1.8% |
| All | +178.1% | +161.2% | +16.9% | +46.0% |
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