+41.3%
XOM vs MCD
-3.8%
+45.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.1% |
| 7D | -7.3% | +7.3% | -14.6% | -6.6% |
| 30D | -2.6% | +20.0% | -22.6% | -1.9% |
| 3M | +3.6% | +3.8% | -0.2% | +4.3% |
| 6M | +15.3% | +3.8% | +11.5% | +16.2% |
| YTD | +39.4% | -5.9% | +45.3% | +41.6% |
| All | +41.3% | -3.8% | +45.1% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling