+9.7%
MCD vs XLU
+59.2%
-49.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -1.9% | +0.5% | -2.4% | -2.1% |
| 30D | +16.6% | +5.3% | +11.4% | +14.6% |
| 3M | +0.9% | +1.2% | -0.2% | +0.4% |
| 6M | +1.5% | -1.6% | +3.1% | +1.8% |
| YTD | -8.3% | +4.8% | -13.1% | -10.1% |
| 1Y | -8.1% | +0.5% | -8.6% | -8.5% |
| All | +9.7% | +59.2% | -49.5% | -7.7% |
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