+889.2%
XLV vs MCD
+1,161.2%
-272.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.8% |
| 6M | +9.1% | -21.3% | +30.4% | +17.9% |
| YTD | +7.7% | -15.8% | +23.5% | +13.8% |
| 1Y | +20.4% | -16.0% | +36.4% | +27.2% |
| 3Y | +30.8% | -3.0% | +33.7% | +30.6% |
| 5Y | +34.6% | +18.6% | +16.0% | +25.5% |
| 10Y | +173.4% | +180.3% | -6.9% | +92.6% |
| All | +889.2% | +1,161.2% | -272.0% | +347.1% |
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 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