-7.3%
MCD vs XE
-62.6%
+55.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -0.3% |
| 7D | -1.6% | +25.1% | -26.7% | -0.4% |
| 30D | +16.0% | -11.5% | +27.5% | +15.7% |
| 3M | 0.0% | -44.7% | +44.6% | -2.2% |
| 6M | +0.9% | -64.5% | +65.5% | -3.6% |
| All | -7.3% | -62.6% | +55.3% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3y: compounded portfolio wealth divided by compounded XE 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…
3y analysis · Full analysis span regression · 6 months rolling