+224.2%
XLF vs MCD
+211.9%
+12.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | +1.9% | +7.3% | -5.3% | -2.0% |
| 30D | +6.5% | +20.0% | -13.5% | -3.8% |
| 3M | +1.2% | +3.8% | -2.6% | -1.2% |
| 6M | +14.6% | +3.8% | +10.8% | +11.5% |
| YTD | +7.7% | -5.9% | +13.6% | +10.3% |
| 1Y | +11.8% | -3.2% | +15.0% | +12.5% |
| 3Y | +80.1% | +13.3% | +66.8% | +60.6% |
| 5Y | +59.0% | +25.2% | +33.8% | +31.8% |
| 10Y | +224.2% | +213.3% | +10.8% | +91.1% |
| All | +224.2% | +211.9% | +12.3% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling