+213.3%
MCD vs XRT
+147.6%
+65.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +7.3% | +4.1% | +3.2% | +6.0% |
| 30D | +20.0% | +9.9% | +10.0% | +16.7% |
| 3M | +3.8% | +2.3% | +1.6% | +3.1% |
| 6M | +3.8% | +9.6% | -5.8% | +0.9% |
| YTD | -5.9% | +9.1% | -15.0% | -8.5% |
| 1Y | -3.2% | +16.2% | -19.5% | -7.7% |
| 3Y | +13.3% | +60.1% | -46.8% | -3.5% |
| 5Y | +25.2% | -0.5% | +25.7% | +22.6% |
| 10Y | +213.3% | +145.1% | +68.2% | +75.7% |
| All | +213.3% | +147.6% | +65.8% | +75.7% |
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