-5.0%
MCD vs XRT
+11.9%
-16.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | +7.1% | +0.9% | +6.2% | +6.8% |
| 30D | +19.8% | +7.9% | +11.8% | +16.8% |
| 3M | +0.8% | -0.2% | +1.0% | +0.4% |
| 6M | -1.3% | +5.6% | -6.9% | -3.1% |
| YTD | -7.8% | +5.7% | -13.4% | -10.2% |
| 1Y | -5.0% | +14.6% | -19.5% | -11.2% |
| All | -5.0% | +11.9% | -16.8% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling