-17.3%
MCD vs XLU
+4.9%
-22.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | -6.0% | -1.3% | -4.7% | -5.7% |
| 3M | -5.6% | -1.3% | -4.2% | -5.3% |
| 6M | -21.9% | -7.6% | -14.2% | -20.7% |
| YTD | -14.7% | +2.3% | -17.0% | -14.2% |
| 1Y | -17.3% | +5.8% | -23.0% | -15.8% |
| All | -17.3% | +4.9% | -22.2% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling