+181.3%
MCD vs XYZ
+580.4%
-399.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.9% | -3.7% | +0.8% | -2.5% |
| 30D | -6.7% | +0.5% | -7.3% | -6.9% |
| 3M | -9.6% | +16.3% | -25.8% | -11.0% |
| 6M | -22.3% | +21.1% | -43.5% | -24.1% |
| YTD | -15.4% | +22.0% | -37.4% | -17.7% |
| 1Y | -16.8% | +5.2% | -22.0% | -18.1% |
| 3Y | -2.4% | +49.6% | -52.0% | -10.3% |
| 5Y | +19.4% | -68.4% | +87.8% | +26.8% |
| 10Y | +181.3% | +604.5% | -423.2% | +92.1% |
| All | +181.3% | +580.4% | -399.1% | +92.1% |
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