+4,459.5%
XOM vs MCD
+6,529.4%
-2,069.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.1% |
| 7D | -1.5% | -1.9% | +0.4% | -1.0% |
| 30D | -3.2% | +16.6% | -19.8% | -7.8% |
| 3M | +5.0% | +0.9% | +4.1% | +4.3% |
| 6M | +12.9% | +1.5% | +11.4% | +11.6% |
| YTD | +41.3% | -8.3% | +49.6% | +43.8% |
| 1Y | +43.2% | -8.1% | +51.3% | +45.6% |
| 3Y | +77.3% | +10.3% | +67.0% | +68.6% |
| 5Y | +204.8% | +23.4% | +181.4% | +178.4% |
| 10Y | +197.1% | +205.9% | -8.8% | +107.7% |
| All | +4,459.5% | +6,529.4% | -2,069.8% | +1,542.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling