+20.8%
MCD vs XLC
+40.7%
-19.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -1.6% | +3.7% | -5.4% | -2.6% |
| 30D | +14.1% | -1.9% | +16.0% | +14.6% |
| 3M | +0.6% | -3.1% | +3.7% | +1.3% |
| 6M | 0.0% | -6.4% | +6.4% | +1.5% |
| YTD | -9.3% | -6.8% | -2.4% | -7.9% |
| 1Y | -9.3% | -1.7% | -7.6% | -9.2% |
| 3Y | +8.6% | +64.7% | -56.1% | -5.3% |
| All | +20.8% | +40.7% | -19.9% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling