+21.6%
MCD vs XRT
-1.0%
+22.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | -6.0% | -4.2% | -1.8% | -5.3% |
| 3M | -5.6% | +5.1% | -10.7% | -6.5% |
| 6M | -21.9% | +2.4% | -24.3% | -22.3% |
| YTD | -14.7% | +3.2% | -17.9% | -15.4% |
| 1Y | -17.3% | +1.5% | -18.8% | -17.8% |
| 3Y | -2.2% | +40.6% | -42.7% | -9.3% |
| All | +21.6% | -1.0% | +22.7% | +20.3% |
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 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