+739.1%
MCD vs SPXS
-100.0%
+839.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.5% |
| 7D | +7.3% | +0.4% | +6.8% | +7.7% |
| 30D | +20.0% | +10.8% | +9.1% | +22.7% |
| 3M | +3.8% | +9.6% | -5.8% | +6.1% |
| 6M | +3.8% | -4.7% | +8.5% | +3.5% |
| YTD | -5.9% | -24.6% | +18.7% | -9.8% |
| 1Y | -3.2% | -24.6% | +21.3% | -7.2% |
| 3Y | +13.3% | -79.8% | +93.0% | -12.9% |
| 5Y | +25.2% | -83.3% | +108.6% | +0.5% |
| 10Y | +213.3% | -99.5% | +312.8% | +52.0% |
| All | +739.1% | -100.0% | +839.1% | +106.9% |
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