+5.5%
MCD vs BOXX
+18.4%
-13.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -6.1% | +0.3% | -6.5% | -6.1% |
| 3M | -7.3% | +1.0% | -8.3% | -6.9% |
| 6M | -20.9% | +1.9% | -22.9% | -20.1% |
| YTD | -14.7% | +2.6% | -17.3% | -13.1% |
| 1Y | -16.1% | +4.0% | -20.1% | -13.6% |
| 3Y | -1.5% | +14.6% | -16.1% | +14.1% |
| All | +5.5% | +18.4% | -13.0% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling