+254.2%
XOM vs MCD
+21.4%
+232.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.4% | -2.0% | -0.3% | -2.0% |
| 30D | +5.7% | -6.1% | +11.8% | +7.0% |
| 3M | +6.6% | -7.3% | +13.8% | +8.1% |
| 6M | +7.7% | -20.9% | +28.6% | +13.2% |
| YTD | +36.2% | -14.7% | +50.8% | +40.5% |
| 1Y | +50.5% | -16.1% | +66.6% | +55.7% |
| 3Y | +53.4% | -1.5% | +54.9% | +50.7% |
| 5Y | +254.2% | +20.4% | +233.7% | +237.1% |
| All | +254.2% | +21.4% | +232.8% | +237.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling