+22.7%
MCD vs XLI
+63.4%
-40.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +7.1% | -2.8% | +10.0% | +8.1% |
| 30D | +19.8% | -3.1% | +22.8% | +21.0% |
| 3M | +0.8% | -11.7% | +12.5% | +5.1% |
| 6M | -1.3% | -7.6% | +6.2% | +1.0% |
| YTD | -7.8% | +5.7% | -13.5% | -10.7% |
| 1Y | -5.0% | +7.8% | -12.8% | -8.8% |
| 3Y | +10.5% | +67.4% | -56.8% | -14.9% |
| All | +22.7% | +63.4% | -40.6% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling