+205.4%
XOM vs MCD
+200.8%
+4.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +2.8% | -1.6% | +4.5% | +3.5% |
| 30D | -3.6% | +14.1% | -17.8% | -9.2% |
| 3M | +8.2% | +0.6% | +7.6% | +7.4% |
| 6M | +14.0% | 0.0% | +14.0% | +12.9% |
| YTD | +44.6% | -9.3% | +53.9% | +49.0% |
| 1Y | +47.8% | -9.3% | +57.1% | +52.2% |
| 3Y | +79.6% | +8.6% | +71.0% | +66.1% |
| 5Y | +214.3% | +21.9% | +192.4% | +170.4% |
| All | +205.4% | +200.8% | +4.7% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling