+177.3%
MCD vs XLP
+101.8%
+75.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.9% |
| 7D | -2.8% | -1.0% | -1.8% | -2.0% |
| 30D | -6.0% | -0.9% | -5.1% | -5.4% |
| 3M | -5.6% | +3.8% | -9.4% | -8.4% |
| 6M | -21.9% | -1.7% | -20.1% | -20.8% |
| YTD | -14.7% | +10.3% | -25.0% | -21.3% |
| 1Y | -17.3% | +7.8% | -25.1% | -22.3% |
| 3Y | -2.2% | +27.2% | -29.4% | -19.5% |
| 5Y | +20.3% | +32.5% | -12.2% | -4.7% |
| All | +177.3% | +101.8% | +75.5% | +65.8% |
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