+213.3%
MCD vs XYZ
+610.2%
-396.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +0.6% |
| 7D | +7.3% | +12.6% | -5.3% | +6.0% |
| 30D | +20.0% | +10.8% | +9.2% | +18.7% |
| 3M | +3.8% | +8.4% | -4.5% | +2.9% |
| 6M | +3.8% | +14.3% | -10.6% | +2.1% |
| YTD | -5.9% | +31.5% | -37.3% | -9.1% |
| 1Y | -3.2% | +28.1% | -31.3% | -6.4% |
| 3Y | +13.3% | +66.2% | -52.9% | +3.2% |
| 5Y | +25.2% | -62.3% | +87.6% | +30.4% |
| 10Y | +213.3% | +634.6% | -421.3% | +118.1% |
| All | +213.3% | +610.2% | -396.9% | +118.1% |
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