+191.3%
XOM vs MCD
+178.8%
+12.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | 0.0% | -2.9% | +2.9% | +1.3% |
| 30D | +3.4% | -6.7% | +10.2% | +6.5% |
| 3M | +11.0% | -9.6% | +20.6% | +15.4% |
| 6M | +10.6% | -22.3% | +32.9% | +22.7% |
| YTD | +39.2% | -15.4% | +54.6% | +48.5% |
| 1Y | +52.7% | -16.8% | +69.5% | +63.7% |
| 3Y | +56.8% | -2.4% | +59.2% | +53.1% |
| 5Y | +261.8% | +19.4% | +242.4% | +213.9% |
| 10Y | +191.3% | +181.3% | +10.0% | +97.0% |
| All | +191.3% | +178.8% | +12.5% | +97.0% |
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 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