+211.7%
MCD vs XRT
+149.4%
+62.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | +7.1% | +0.9% | +6.2% | +6.9% |
| 30D | +19.8% | +7.9% | +11.8% | +17.2% |
| 3M | +0.8% | -0.2% | +1.0% | +0.9% |
| 6M | -1.3% | +5.6% | -6.9% | -3.0% |
| YTD | -7.8% | +5.7% | -13.4% | -9.5% |
| 1Y | -5.0% | +14.6% | -19.5% | -8.9% |
| 3Y | +10.5% | +50.7% | -40.1% | -4.1% |
| 5Y | +22.0% | -4.8% | +26.8% | +21.1% |
| All | +211.7% | +149.4% | +62.3% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling