+1,183.2%
MCD vs XLU
+633.0%
+550.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.8% | +0.8% | -3.6% | -3.2% |
| 30D | -6.0% | -1.3% | -4.7% | -5.5% |
| 3M | -5.6% | -1.3% | -4.2% | -5.1% |
| 6M | -21.9% | -7.6% | -14.2% | -19.2% |
| YTD | -14.7% | +2.3% | -17.0% | -15.9% |
| 1Y | -17.3% | +5.8% | -23.0% | -19.8% |
| 3Y | -2.2% | +50.5% | -52.7% | -20.2% |
| 5Y | +20.3% | +44.1% | -23.8% | -0.8% |
| 10Y | +180.7% | +138.2% | +42.5% | +82.8% |
| All | +1,183.2% | +633.0% | +550.2% | +396.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling