+1,279.1%
MCD vs XLU
+651.1%
+628.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.9% |
| 3M | +0.9% | +1.2% | -0.2% | +0.3% |
| 6M | +1.5% | -1.6% | +3.1% | +2.0% |
| YTD | -8.3% | +4.8% | -13.1% | -10.6% |
| 1Y | -8.1% | +0.5% | -8.6% | -8.7% |
| 3Y | +10.3% | +58.9% | -48.6% | -12.1% |
| 5Y | +23.4% | +52.7% | -29.3% | -0.9% |
| 10Y | +205.9% | +161.0% | +45.0% | +91.8% |
| All | +1,279.1% | +651.1% | +628.1% | +427.7% |
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 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