+776.9%
XLK vs MCD
+181.1%
+595.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.4% | -2.5% | +2.1% | +0.8% |
| 30D | -0.5% | -7.0% | +6.6% | +2.8% |
| 3M | +5.0% | -9.8% | +14.8% | +9.5% |
| 6M | +32.9% | -21.8% | +54.6% | +48.2% |
| YTD | +29.0% | -15.6% | +44.5% | +38.0% |
| 1Y | +37.8% | -15.2% | +53.0% | +46.4% |
| 3Y | +118.7% | -2.6% | +121.2% | +109.8% |
| 5Y | +145.6% | +18.9% | +126.7% | +108.3% |
| All | +776.9% | +181.1% | +595.8% | +455.5% |
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 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