+58.1%
XLE vs MCD
+11.5%
+46.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -3.0% |
| 7D | -10.3% | +8.0% | -18.3% | -10.4% |
| 30D | -3.3% | +19.6% | -22.9% | -4.0% |
| 3M | +8.2% | +2.2% | +6.0% | +8.3% |
| 6M | +5.0% | -1.1% | +6.2% | +5.4% |
| YTD | +40.6% | -7.2% | +47.8% | +41.5% |
| 1Y | +45.0% | -6.7% | +51.7% | +45.9% |
| All | +58.1% | +11.5% | +46.6% | +54.2% |
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