+12.7%
MCD vs XLP
+43.3%
-30.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +7.3% | +2.3% | +4.9% | +5.4% |
| 30D | +20.0% | +9.1% | +10.8% | +12.1% |
| 3M | +3.8% | +7.9% | -4.0% | -2.1% |
| 6M | +3.8% | +9.6% | -5.8% | -3.5% |
| YTD | -5.9% | +19.4% | -25.3% | -18.3% |
| 1Y | -3.2% | +22.4% | -25.6% | -17.6% |
| All | +12.7% | +43.3% | -30.6% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling