-3.5%
MCD vs XLI
+10.9%
-14.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +1.4% |
| 7D | +5.9% | -0.5% | +6.4% | +5.9% |
| 30D | +19.6% | -0.2% | +19.9% | +19.5% |
| 3M | +3.3% | -8.6% | +11.8% | +3.9% |
| 6M | +3.5% | -2.0% | +5.5% | +3.0% |
| YTD | -6.1% | +9.7% | -15.9% | -8.5% |
| All | -3.5% | +10.9% | -14.4% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling