+211.7%
MCD vs XLP
+126.4%
+85.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | +0.5% |
| 7D | +7.1% | +0.7% | +6.4% | +6.6% |
| 30D | +19.8% | +10.3% | +9.5% | +10.9% |
| 3M | +0.8% | +6.5% | -5.7% | -4.1% |
| 6M | -1.3% | +8.4% | -9.7% | -7.5% |
| YTD | -7.8% | +18.2% | -25.9% | -19.4% |
| 1Y | -5.0% | +22.4% | -27.4% | -19.3% |
| 3Y | +10.5% | +41.9% | -31.3% | -16.7% |
| 5Y | +22.0% | +40.9% | -18.9% | -7.9% |
| All | +211.7% | +126.4% | +85.2% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling