+76.6%
XOM vs MCD
+12.8%
+63.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.8% |
| 7D | -8.3% | +5.9% | -14.3% | -8.6% |
| 30D | -2.5% | +19.6% | -22.1% | -4.0% |
| 3M | +8.3% | +3.3% | +5.1% | +8.3% |
| 6M | +15.5% | +3.5% | +12.0% | +15.3% |
| YTD | +39.6% | -6.1% | +45.7% | +41.2% |
| 1Y | +44.6% | -3.7% | +48.3% | +45.6% |
| 3Y | +76.6% | +13.4% | +63.2% | +73.4% |
| All | +76.6% | +12.8% | +63.8% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling