+217.7%
XLF vs MCD
+200.8%
+16.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +2.7% | -1.6% | +4.3% | +3.6% |
| 30D | +7.6% | +14.1% | -6.5% | -0.1% |
| 3M | +1.1% | +0.6% | +0.5% | +0.4% |
| 6M | +15.9% | 0.0% | +15.9% | +15.0% |
| YTD | +8.4% | -9.3% | +17.7% | +13.3% |
| 1Y | +12.5% | -9.3% | +21.8% | +17.4% |
| 3Y | +81.6% | +8.6% | +72.9% | +65.8% |
| 5Y | +59.3% | +21.9% | +37.4% | +33.9% |
| All | +217.7% | +200.8% | +16.9% | +109.5% |
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