+1,183.2%
MCD vs XLP
+523.7%
+659.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.9% |
| 7D | -2.8% | -1.0% | -1.8% | -2.1% |
| 30D | -6.0% | -0.9% | -5.1% | -5.4% |
| 3M | -5.6% | +3.8% | -9.4% | -8.1% |
| 6M | -21.9% | -1.7% | -20.1% | -20.9% |
| YTD | -14.7% | +10.3% | -25.0% | -20.6% |
| 1Y | -17.3% | +7.8% | -25.1% | -21.7% |
| 3Y | -2.2% | +27.2% | -29.4% | -17.8% |
| 5Y | +20.3% | +32.5% | -12.2% | -2.0% |
| 10Y | +180.7% | +101.8% | +78.9% | +70.6% |
| All | +1,183.2% | +523.7% | +659.6% | +259.6% |
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