+107.2%
MCD vs XLC
+134.3%
-27.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +0.7% |
| 7D | +5.9% | +7.1% | -1.1% | +2.9% |
| 30D | +19.6% | -2.7% | +22.4% | +21.0% |
| 3M | +3.3% | -3.2% | +6.4% | +4.6% |
| 6M | +3.5% | -7.7% | +11.1% | +6.8% |
| YTD | -6.1% | -8.0% | +1.9% | -3.1% |
| 1Y | -3.7% | -3.1% | -0.6% | -2.9% |
| 3Y | +13.4% | +64.9% | -51.5% | -11.6% |
| 5Y | +25.2% | +39.5% | -14.4% | +6.8% |
| All | +107.2% | +134.3% | -27.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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