+1,183.2%
MCD vs XLI
+1,121.5%
+61.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -2.8% | -1.1% | -1.8% | -2.3% |
| 30D | -6.0% | -5.9% | -0.1% | -3.2% |
| 3M | -5.6% | -0.3% | -5.3% | -5.8% |
| 6M | -21.9% | +0.1% | -22.0% | -22.4% |
| YTD | -14.7% | +13.6% | -28.3% | -20.6% |
| 1Y | -17.3% | +17.2% | -34.5% | -24.4% |
| 3Y | -2.2% | +68.2% | -70.4% | -26.5% |
| 5Y | +20.3% | +80.7% | -60.4% | -13.7% |
| 10Y | +180.7% | +253.3% | -72.6% | +40.8% |
| All | +1,183.2% | +1,121.5% | +61.7% | +222.7% |
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