+57.9%
XLF vs MCD
+25.0%
+32.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.7% |
| 7D | +0.7% | +5.9% | -5.2% | -1.6% |
| 30D | +6.0% | +19.6% | -13.7% | -1.5% |
| 3M | +1.0% | +3.3% | -2.2% | -0.4% |
| 6M | +14.0% | +3.5% | +10.5% | +11.9% |
| YTD | +7.2% | -6.1% | +13.3% | +9.3% |
| 1Y | +11.6% | -3.7% | +15.3% | +12.4% |
| 3Y | +81.2% | +13.4% | +67.8% | +63.4% |
| 5Y | +57.9% | +25.2% | +32.7% | +31.0% |
| All | +57.9% | +25.0% | +32.9% | +31.0% |
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