+1,183.8%
MCD vs XLY
+1,125.3%
+58.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -2.0% | -0.5% | -1.5% | -1.8% |
| 30D | -6.1% | -4.9% | -1.2% | -3.8% |
| 3M | -7.3% | -1.0% | -6.2% | -7.0% |
| 6M | -20.9% | 0.0% | -20.9% | -21.4% |
| YTD | -14.7% | -4.2% | -10.5% | -13.5% |
| 1Y | -16.1% | -2.7% | -13.5% | -15.8% |
| 3Y | -1.5% | +38.4% | -40.0% | -19.5% |
| 5Y | +20.4% | +28.9% | -8.5% | -1.5% |
| 10Y | +180.0% | +214.7% | -34.7% | +41.0% |
| All | +1,183.8% | +1,125.3% | +58.6% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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