+205.9%
MCD vs XRT
+145.8%
+60.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -1.9% | -1.4% | -0.5% | -1.5% |
| 30D | +16.6% | +9.8% | +6.8% | +13.5% |
| 3M | +0.9% | +3.3% | -2.3% | 0.0% |
| 6M | +1.5% | +13.6% | -12.1% | -2.4% |
| YTD | -8.3% | +9.1% | -17.4% | -10.9% |
| 1Y | -8.1% | +15.1% | -23.2% | -12.1% |
| 3Y | +10.3% | +59.9% | -49.6% | -6.0% |
| 5Y | +23.4% | -1.7% | +25.2% | +21.4% |
| 10Y | +205.9% | +141.1% | +64.8% | +72.8% |
| All | +205.9% | +145.8% | +60.1% | +72.8% |
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