+4.3%
MCD vs BOXX
+18.4%
-14.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.5% | 0.0% | -2.6% | -2.5% |
| 30D | -7.0% | +0.3% | -7.3% | -7.0% |
| 3M | -9.8% | +1.0% | -10.8% | -9.4% |
| 6M | -21.8% | +1.9% | -23.7% | -20.9% |
| YTD | -15.6% | +2.6% | -18.2% | -14.0% |
| 1Y | -15.2% | +4.0% | -19.2% | -12.6% |
| 3Y | -2.6% | +14.6% | -17.2% | +12.8% |
| All | +4.3% | +18.4% | -14.1% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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