+1,024.7%
XLE vs MCD
+1,177.0%
-152.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.3% |
| 7D | +2.2% | -2.8% | +5.0% | +3.3% |
| 30D | +11.8% | -6.0% | +17.8% | +14.5% |
| 3M | +9.8% | -5.6% | +15.4% | +11.8% |
| 6M | +15.6% | -21.9% | +37.4% | +26.5% |
| YTD | +45.3% | -14.7% | +60.0% | +53.4% |
| 1Y | +48.3% | -17.3% | +65.6% | +58.2% |
| 3Y | +55.4% | -2.2% | +57.6% | +52.7% |
| 5Y | +216.1% | +20.3% | +195.8% | +182.7% |
| 10Y | +178.4% | +180.7% | -2.3% | +82.0% |
| All | +1,024.7% | +1,177.0% | -152.3% | +369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling