+54.6%
XLE vs MCD
-2.2%
+56.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.7% |
| 7D | +2.2% | -2.8% | +5.0% | +2.4% |
| 30D | +11.8% | -6.0% | +17.8% | +12.3% |
| 3M | +9.8% | -5.6% | +15.4% | +10.2% |
| 6M | +15.6% | -21.9% | +37.4% | +18.5% |
| YTD | +45.3% | -14.7% | +60.0% | +47.1% |
| 1Y | +48.3% | -17.3% | +65.6% | +50.8% |
| All | +54.6% | -2.2% | +56.8% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling