+195.8%
MCD vs XYZ
+638.9%
-443.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.8% | -1.0% | -1.9% | -2.8% |
| 30D | -6.0% | -1.7% | -4.3% | -6.0% |
| 3M | -5.6% | +16.7% | -22.3% | -7.1% |
| 6M | -21.9% | +26.9% | -48.7% | -23.8% |
| YTD | -14.7% | +27.1% | -41.8% | -17.2% |
| 1Y | -17.3% | +9.3% | -26.5% | -18.7% |
| 3Y | -2.2% | +42.3% | -44.4% | -9.0% |
| 5Y | +20.3% | -69.3% | +89.6% | +27.3% |
| 10Y | +180.7% | +586.8% | -406.1% | +109.9% |
| All | +195.8% | +638.9% | -443.1% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling