+43.6%
XLE vs MCD
-6.8%
+50.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.1% |
| 7D | -12.0% | +7.1% | -19.1% | -11.1% |
| 30D | -2.7% | +19.8% | -22.5% | -1.3% |
| 3M | +6.6% | +0.8% | +5.8% | +7.0% |
| 6M | +9.5% | -1.3% | +10.8% | +10.1% |
| YTD | +40.6% | -7.8% | +48.3% | +39.5% |
| 1Y | +43.6% | -5.0% | +48.5% | +41.5% |
| All | +43.6% | -6.8% | +50.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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