+719.7%
XLK vs MCD
+200.8%
+518.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | +3.4% | -1.6% | +5.0% | +4.1% |
| 30D | -10.6% | +14.1% | -24.7% | -16.1% |
| 3M | -10.6% | +0.6% | -11.2% | -11.4% |
| 6M | -3.5% | 0.0% | -3.5% | -4.8% |
| YTD | +18.7% | -9.3% | +28.0% | +22.3% |
| 1Y | +19.4% | -9.3% | +28.7% | +22.8% |
| 3Y | +94.5% | +8.6% | +85.8% | +75.8% |
| 5Y | +111.2% | +21.9% | +89.3% | +77.2% |
| All | +719.7% | +200.8% | +518.9% | +376.9% |
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