+218.0%
XLE vs MCD
+20.4%
+197.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.6% |
| 7D | +2.2% | -2.8% | +5.0% | +2.7% |
| 30D | +11.8% | -6.0% | +17.8% | +13.0% |
| 3M | +9.8% | -5.6% | +15.4% | +10.8% |
| 6M | +15.6% | -21.9% | +37.4% | +21.2% |
| YTD | +45.3% | -14.7% | +60.0% | +49.2% |
| 1Y | +48.3% | -17.3% | +65.6% | +53.3% |
| 3Y | +55.4% | -2.2% | +57.6% | +52.6% |
| All | +218.0% | +20.4% | +197.6% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling