+20.8%
MCD vs XLB
+28.0%
-7.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.6% | +0.5% | -2.2% | -1.8% |
| 30D | +14.1% | +5.2% | +9.0% | +12.3% |
| 3M | +0.6% | +0.3% | +0.3% | +0.5% |
| 6M | 0.0% | +1.2% | -1.1% | -0.5% |
| YTD | -9.3% | +16.6% | -25.9% | -14.3% |
| 1Y | -9.3% | +21.4% | -30.7% | -15.6% |
| 3Y | +8.6% | +43.2% | -34.6% | -5.8% |
| All | +20.8% | +28.0% | -7.2% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling