+20.4%
XLV vs MCD
-15.4%
+35.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -1.2% | -2.3% | -3.2% |
| 30D | -1.8% | -7.8% | +5.9% | +0.8% |
| 3M | +7.8% | -10.7% | +18.5% | +11.7% |
| 6M | +9.1% | -21.3% | +30.4% | +18.2% |
| YTD | +7.7% | -15.8% | +23.5% | +14.5% |
| 1Y | +20.4% | -16.0% | +36.4% | +29.0% |
| All | +20.4% | -15.4% | +35.8% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling