+118.9%
XLK vs MCD
+21.9%
+97.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.8% | +3.8% |
| 7D | -1.2% | -1.9% | +0.7% | -0.8% |
| 30D | -11.2% | +16.6% | -27.8% | -14.4% |
| 3M | -6.2% | +0.9% | -7.1% | -6.4% |
| 6M | -1.7% | +1.5% | -3.2% | -2.5% |
| YTD | +21.5% | -8.3% | +29.9% | +24.4% |
| 1Y | +19.6% | -8.1% | +27.8% | +22.1% |
| 3Y | +97.9% | +10.3% | +87.6% | +78.5% |
| 5Y | +118.9% | +23.4% | +95.5% | +80.0% |
| All | +118.9% | +21.9% | +97.0% | +80.0% |
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