-16.8%
MCD vs XYZ
+5.0%
-21.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -2.9% | -3.7% | +0.8% | -2.8% |
| 30D | -6.7% | +0.5% | -7.3% | -6.8% |
| 3M | -9.6% | +16.3% | -25.8% | -9.8% |
| 6M | -22.3% | +21.1% | -43.5% | -22.8% |
| YTD | -15.4% | +22.0% | -37.4% | -16.1% |
| 1Y | -16.8% | +5.2% | -22.0% | -17.9% |
| All | -16.8% | +5.0% | -21.8% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling