+1,409.6%
MCD vs XRT
+540.1%
+869.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.2% |
| 7D | +8.0% | +2.3% | +5.7% | +7.2% |
| 30D | +19.6% | +9.8% | +9.8% | +15.9% |
| 3M | +2.2% | -0.2% | +2.4% | +2.3% |
| 6M | -1.1% | +8.4% | -9.5% | -4.0% |
| YTD | -7.2% | +7.5% | -14.8% | -9.9% |
| 1Y | -6.7% | +13.2% | -19.9% | -11.0% |
| 3Y | +11.6% | +52.0% | -40.4% | -5.9% |
| 5Y | +22.6% | -3.2% | +25.8% | +18.5% |
| 10Y | +218.4% | +157.1% | +61.3% | +91.4% |
| All | +1,409.6% | +540.1% | +869.5% | +469.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling