+22.6%
MCD vs XLP
+43.0%
-20.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.2% |
| 7D | +8.0% | +3.5% | +4.5% | +5.2% |
| 30D | +19.6% | +11.6% | +8.1% | +9.8% |
| 3M | +2.2% | +7.6% | -5.4% | -3.5% |
| 6M | -1.1% | +10.0% | -11.2% | -8.4% |
| YTD | -7.2% | +19.7% | -27.0% | -19.7% |
| 1Y | -6.7% | +23.5% | -30.2% | -21.1% |
| 3Y | +11.6% | +44.0% | -32.4% | -16.4% |
| 5Y | +22.6% | +42.7% | -20.0% | -8.0% |
| All | +22.6% | +43.0% | -20.3% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling