+1,331.5%
XLK vs MCD
+1,258.3%
+73.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | +3.4% | -1.6% | +5.0% | +4.0% |
| 30D | -10.6% | +14.1% | -24.7% | -15.5% |
| 3M | -10.6% | +0.6% | -11.2% | -11.4% |
| 6M | -3.5% | 0.0% | -3.5% | -4.7% |
| YTD | +18.7% | -9.3% | +28.0% | +21.6% |
| 1Y | +19.4% | -9.3% | +28.7% | +22.1% |
| 3Y | +94.5% | +8.6% | +85.8% | +81.0% |
| 5Y | +111.2% | +21.9% | +89.3% | +87.1% |
| 10Y | +707.2% | +202.8% | +504.4% | +393.9% |
| All | +1,331.5% | +1,258.3% | +73.2% | +378.5% |
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 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