+1,288.2%
MCD vs XRT
+514.3%
+773.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | -2.8% | +0.8% | -3.6% | -3.1% |
| 30D | -6.0% | -4.2% | -1.8% | -4.7% |
| 3M | -5.6% | +5.1% | -10.7% | -7.3% |
| 6M | -21.9% | +2.4% | -24.3% | -22.7% |
| YTD | -14.7% | +3.2% | -17.9% | -16.0% |
| 1Y | -17.3% | +1.5% | -18.8% | -18.2% |
| 3Y | -2.2% | +40.6% | -42.7% | -15.3% |
| 5Y | +20.3% | -1.0% | +21.3% | +14.8% |
| 10Y | +180.7% | +128.4% | +52.3% | +76.3% |
| All | +1,288.2% | +514.3% | +773.9% | +431.0% |
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 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