+195.2%
MCD vs XYZ
+578.7%
-383.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | 0.0% |
| 7D | -1.6% | -2.1% | +0.5% | -1.4% |
| 30D | +16.0% | +7.0% | +9.0% | +15.2% |
| 3M | 0.0% | +5.1% | -5.1% | -0.7% |
| 6M | +0.9% | +14.1% | -13.1% | -0.7% |
| YTD | -8.7% | +26.4% | -35.1% | -11.5% |
| 1Y | -8.6% | +25.1% | -33.6% | -11.4% |
| 3Y | +9.9% | +59.7% | -49.9% | +0.5% |
| 5Y | +22.6% | -63.8% | +86.5% | +28.2% |
| All | +195.2% | +578.7% | -383.5% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling