+23.4%
MCD vs XRT
-1.3%
+24.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -1.9% | -1.4% | -0.5% | -1.6% |
| 30D | +16.6% | +9.8% | +6.8% | +14.4% |
| 3M | +0.9% | +3.3% | -2.3% | +0.2% |
| 6M | +1.5% | +13.6% | -12.1% | -1.2% |
| YTD | -8.3% | +9.1% | -17.4% | -10.1% |
| 1Y | -8.1% | +15.1% | -23.2% | -10.9% |
| 3Y | +10.3% | +59.9% | -49.6% | -0.4% |
| 5Y | +23.4% | -1.7% | +25.2% | +27.0% |
| All | +23.4% | -1.3% | +24.7% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling