+34.9%
XLV vs MCD
+18.3%
+16.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -4.4% | -2.5% | -1.9% | -3.4% |
| 30D | -1.4% | -7.0% | +5.6% | +1.4% |
| 3M | +8.9% | -9.8% | +18.7% | +13.2% |
| 6M | +9.1% | -21.8% | +30.9% | +20.0% |
| YTD | +7.9% | -15.6% | +23.5% | +15.1% |
| 1Y | +22.7% | -15.2% | +37.9% | +30.4% |
| 3Y | +31.9% | -2.6% | +34.5% | +30.8% |
| 5Y | +34.9% | +18.9% | +16.0% | +22.1% |
| All | +34.9% | +18.3% | +16.6% | +22.1% |
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