+65.5%
XLF vs MCD
+21.4%
+44.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.2% | -2.0% | +2.2% | +1.0% |
| 30D | -0.5% | -6.1% | +5.6% | +2.0% |
| 3M | +10.6% | -7.3% | +17.9% | +13.8% |
| 6M | +14.3% | -20.9% | +35.2% | +25.7% |
| YTD | +5.5% | -14.7% | +20.2% | +12.0% |
| 1Y | +9.6% | -16.1% | +25.7% | +17.0% |
| 3Y | +75.2% | -1.5% | +76.7% | +69.9% |
| 5Y | +65.5% | +20.4% | +45.1% | +40.5% |
| All | +65.5% | +21.4% | +44.2% | +40.5% |
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 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