-1.5%
MCD vs XLU
+51.6%
-53.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.2% |
| 7D | -2.0% | +2.1% | -4.1% | -2.7% |
| 30D | -6.1% | -0.4% | -5.8% | -6.1% |
| 3M | -7.3% | +0.5% | -7.7% | -7.5% |
| 6M | -20.9% | -5.8% | -15.1% | -19.4% |
| YTD | -14.7% | +3.1% | -17.8% | -15.8% |
| 1Y | -16.1% | +8.1% | -24.2% | -18.8% |
| 3Y | -1.5% | +50.5% | -52.0% | -16.4% |
| All | -1.5% | +51.6% | -53.1% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling