+10.5%
MCD vs XLB
+39.6%
-29.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +7.1% | -1.5% | +8.6% | +7.7% |
| 30D | +19.8% | +6.1% | +13.7% | +17.9% |
| 3M | +0.8% | 0.0% | +0.8% | +0.8% |
| 6M | -1.3% | 0.0% | -1.3% | -1.4% |
| YTD | -7.8% | +16.0% | -23.8% | -12.0% |
| 1Y | -5.0% | +24.7% | -29.7% | -11.3% |
| 3Y | +10.5% | +40.4% | -29.8% | -1.3% |
| All | +10.5% | +39.6% | -29.1% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling