+422.3%
XLF vs MCD
+1,177.0%
-754.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | 0.0% |
| 7D | 0.0% | -2.8% | +2.8% | +1.5% |
| 30D | +0.2% | -6.0% | +6.2% | +3.4% |
| 3M | +11.7% | -5.6% | +17.3% | +14.6% |
| 6M | +13.8% | -21.9% | +35.6% | +28.6% |
| YTD | +7.0% | -14.7% | +21.7% | +15.3% |
| 1Y | +9.1% | -17.3% | +26.4% | +19.2% |
| 3Y | +75.6% | -2.2% | +77.8% | +72.6% |
| 5Y | +66.4% | +20.3% | +46.1% | +46.1% |
| 10Y | +250.3% | +180.7% | +69.6% | +97.3% |
| All | +422.3% | +1,177.0% | -754.7% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling