+1,472.6%
XLK vs MCD
+1,177.0%
+295.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.3% |
| 7D | +0.9% | -2.8% | +3.7% | +2.0% |
| 30D | +0.7% | -6.0% | +6.8% | +3.1% |
| 3M | -2.9% | -5.6% | +2.6% | -1.4% |
| 6M | +34.3% | -21.9% | +56.1% | +47.1% |
| YTD | +30.4% | -14.7% | +45.1% | +37.5% |
| 1Y | +43.4% | -17.3% | +60.6% | +52.6% |
| 3Y | +116.8% | -2.2% | +119.0% | +111.5% |
| 5Y | +144.0% | +20.3% | +123.7% | +118.0% |
| 10Y | +778.8% | +180.7% | +598.1% | +456.6% |
| All | +1,472.6% | +1,177.0% | +295.6% | +441.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling