+251.6%
XLF vs MCD
+178.8%
+72.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | -1.0% | -2.9% | +1.8% | +0.6% |
| 30D | -1.3% | -6.7% | +5.4% | +2.5% |
| 3M | +9.1% | -9.6% | +18.7% | +15.0% |
| 6M | +14.4% | -22.3% | +36.7% | +31.2% |
| YTD | +5.1% | -15.4% | +20.5% | +14.5% |
| 1Y | +8.6% | -16.8% | +25.4% | +19.2% |
| 3Y | +74.4% | -2.4% | +76.8% | +70.0% |
| 5Y | +64.4% | +19.4% | +45.0% | +39.5% |
| 10Y | +251.6% | +181.3% | +70.3% | +113.4% |
| All | +251.6% | +178.8% | +72.8% | +113.4% |
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