+146.6%
XLK vs MCD
+19.5%
+127.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +2.3% | -2.9% | +5.2% | +3.1% |
| 30D | +0.8% | -6.7% | +7.6% | +2.6% |
| 3M | +4.1% | -9.6% | +13.6% | +6.6% |
| 6M | +34.8% | -22.3% | +57.1% | +45.6% |
| YTD | +30.8% | -15.4% | +46.2% | +36.6% |
| 1Y | +42.4% | -16.8% | +59.2% | +49.1% |
| 3Y | +121.8% | -2.4% | +124.2% | +110.8% |
| 5Y | +146.6% | +19.4% | +127.3% | +100.8% |
| All | +146.6% | +19.5% | +127.2% | +100.8% |
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