+660.4%
MCD vs SPXS
-100.0%
+760.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.3% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -6.0% | +0.8% | -6.8% | -5.9% |
| 3M | -5.6% | -4.7% | -0.9% | -6.2% |
| 6M | -21.9% | -29.6% | +7.8% | -26.5% |
| YTD | -14.7% | -29.8% | +15.1% | -19.7% |
| 1Y | -17.3% | -38.9% | +21.7% | -24.0% |
| 3Y | -2.2% | -79.6% | +77.5% | -24.6% |
| 5Y | +20.3% | -85.9% | +106.2% | -6.9% |
| 10Y | +180.7% | -99.5% | +280.2% | +33.8% |
| All | +660.4% | -100.0% | +760.4% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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