+1,287.8%
MCD vs XLI
+1,036.8%
+251.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +7.1% | -2.8% | +10.0% | +8.6% |
| 30D | +19.8% | -3.1% | +22.8% | +21.5% |
| 3M | +0.8% | -11.7% | +12.5% | +7.0% |
| 6M | -1.3% | -7.6% | +6.2% | +2.0% |
| YTD | -7.8% | +5.7% | -13.5% | -11.2% |
| 1Y | -5.0% | +7.8% | -12.8% | -9.5% |
| 3Y | +10.5% | +67.4% | -56.8% | -17.0% |
| 5Y | +22.0% | +64.8% | -42.8% | -8.5% |
| 10Y | +216.7% | +241.2% | -24.5% | +61.6% |
| All | +1,287.8% | +1,036.8% | +251.0% | +261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling