+20.4%
MCD vs XYZ
-69.7%
+90.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | +0.2% |
| 7D | -2.0% | +2.9% | -4.9% | -2.2% |
| 30D | -6.1% | +1.4% | -7.5% | -6.2% |
| 3M | -7.3% | +14.6% | -21.8% | -8.0% |
| 6M | -20.9% | +20.8% | -41.7% | -21.9% |
| YTD | -14.7% | +23.1% | -37.7% | -15.9% |
| 1Y | -16.1% | +5.6% | -21.8% | -16.8% |
| 3Y | -1.5% | +50.9% | -52.4% | -6.1% |
| 5Y | +20.4% | -68.6% | +89.0% | +22.7% |
| All | +20.4% | -69.7% | +90.2% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling