+219.9%
MCD vs XYZ
+663.2%
-443.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.7% |
| 7D | +7.1% | +12.1% | -5.0% | +6.0% |
| 30D | +19.8% | +12.4% | +7.4% | +18.4% |
| 3M | +0.8% | +8.2% | -7.4% | -0.1% |
| 6M | -1.3% | +20.7% | -22.0% | -3.3% |
| YTD | -7.8% | +31.3% | -39.1% | -10.7% |
| 1Y | -5.0% | +20.5% | -25.5% | -7.4% |
| 3Y | +10.5% | +72.6% | -62.1% | +0.9% |
| 5Y | +22.0% | -64.0% | +86.0% | +26.7% |
| 10Y | +216.7% | +601.8% | -385.1% | +136.0% |
| All | +219.9% | +663.2% | -443.3% | +134.3% |
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