+211.3%
MCD vs XRT
+163.3%
+47.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.7% |
| 7D | +5.9% | +2.5% | +3.5% | +5.2% |
| 30D | +19.6% | +10.3% | +9.3% | +16.3% |
| 3M | +3.3% | +2.4% | +0.9% | +2.5% |
| 6M | +3.5% | +10.0% | -6.5% | +0.5% |
| YTD | -6.1% | +9.5% | -15.7% | -8.9% |
| 1Y | -3.7% | +17.2% | -20.8% | -8.3% |
| 3Y | +13.4% | +62.0% | -48.6% | -3.8% |
| 5Y | +25.2% | -2.1% | +27.3% | +23.2% |
| 10Y | +211.3% | +152.6% | +58.7% | +74.3% |
| All | +211.3% | +163.3% | +47.9% | +74.3% |
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