+19.4%
MCD vs XLU
+43.5%
-24.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | -6.7% | -0.4% | -6.3% | -6.6% |
| 3M | -9.6% | -1.7% | -7.8% | -9.0% |
| 6M | -22.3% | -7.1% | -15.2% | -20.2% |
| YTD | -15.4% | +1.9% | -17.4% | -16.3% |
| 1Y | -16.8% | +6.1% | -22.9% | -19.1% |
| 3Y | -2.4% | +48.8% | -51.2% | -18.0% |
| 5Y | +19.4% | +43.8% | -24.4% | +2.4% |
| All | +19.4% | +43.5% | -24.1% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling