+120.7%
XLK vs MCD
-2.6%
+123.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +2.3% | -2.9% | +5.2% | +2.2% |
| 30D | +0.8% | -6.7% | +7.6% | +0.6% |
| 3M | +4.1% | -9.6% | +13.6% | +3.9% |
| 6M | +34.8% | -22.3% | +57.1% | +36.2% |
| YTD | +30.8% | -15.4% | +46.2% | +31.1% |
| 1Y | +42.4% | -16.8% | +59.2% | +42.9% |
| All | +120.7% | -2.6% | +123.2% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling