+1,306.3%
MCD vs XLP
+582.4%
+724.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.4% | +3.2% | +4.1% |
| 7D | +11.9% | +5.9% | +6.0% | +7.5% |
| 30D | +20.2% | +13.5% | +6.8% | +9.9% |
| 3M | +5.2% | +8.4% | -3.2% | -0.7% |
| 6M | 0.0% | +11.5% | -11.5% | -7.5% |
| YTD | -6.5% | +20.6% | -27.2% | -18.3% |
| 1Y | -3.9% | +24.3% | -28.2% | -17.8% |
| 3Y | +12.5% | +45.1% | -32.6% | -13.9% |
| 5Y | +24.2% | +44.6% | -20.4% | -4.9% |
| 10Y | +220.9% | +133.1% | +87.8% | +76.5% |
| All | +1,306.3% | +582.4% | +724.0% | +269.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling