+193.1%
XOM vs MCD
+212.9%
-19.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.3% |
| 7D | -7.3% | +7.3% | -14.6% | -10.1% |
| 30D | -2.6% | +20.0% | -22.6% | -10.1% |
| 3M | +3.6% | +3.8% | -0.2% | +1.5% |
| 6M | +15.3% | +3.8% | +11.5% | +12.5% |
| YTD | +39.4% | -5.9% | +45.3% | +41.6% |
| 1Y | +43.2% | -3.2% | +46.4% | +43.4% |
| 3Y | +74.9% | +13.3% | +61.7% | +59.2% |
| 5Y | +201.3% | +25.2% | +176.0% | +157.0% |
| All | +193.1% | +212.9% | -19.8% | +91.6% |
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