+9.7%
MCD vs XLC
+64.9%
-55.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | -1.9% | +3.5% | -5.4% | -2.8% |
| 30D | +16.6% | -2.6% | +19.2% | +17.2% |
| 3M | +0.9% | -2.1% | +3.0% | +1.4% |
| 6M | +1.5% | -5.5% | +7.0% | +2.7% |
| YTD | -8.3% | -6.9% | -1.4% | -7.0% |
| 1Y | -8.1% | -3.7% | -4.4% | -7.6% |
| All | +9.7% | +64.9% | -55.2% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling