+1,401.3%
MCD vs XRT
+529.0%
+872.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | +7.1% | +0.9% | +6.2% | +6.9% |
| 30D | +19.8% | +7.9% | +11.8% | +16.7% |
| 3M | +0.8% | -0.2% | +1.0% | +0.9% |
| 6M | -1.3% | +5.6% | -6.9% | -3.3% |
| YTD | -7.8% | +5.7% | -13.4% | -9.8% |
| 1Y | -5.0% | +14.6% | -19.5% | -9.7% |
| 3Y | +10.5% | +50.7% | -40.1% | -6.5% |
| 5Y | +22.0% | -4.8% | +26.8% | +18.6% |
| 10Y | +216.7% | +152.6% | +64.0% | +91.5% |
| All | +1,401.3% | +529.0% | +872.3% | +469.9% |
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