+181.3%
MCD vs XLU
+136.4%
+44.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | -2.9% | +0.6% | -3.5% | -3.2% |
| 30D | -6.7% | -0.4% | -6.3% | -6.6% |
| 3M | -9.6% | -1.7% | -7.8% | -8.9% |
| 6M | -22.3% | -7.1% | -15.2% | -19.6% |
| YTD | -15.4% | +1.9% | -17.4% | -16.7% |
| 1Y | -16.8% | +6.1% | -22.9% | -19.9% |
| 3Y | -2.4% | +48.8% | -51.2% | -22.4% |
| 5Y | +19.4% | +43.8% | -24.4% | -4.7% |
| 10Y | +181.3% | +143.2% | +38.1% | +81.5% |
| All | +181.3% | +136.4% | +44.9% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling