+193.4%
MCD vs XHB
+237.3%
-43.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +14.1% | +9.9% | +4.2% | +10.3% |
| 3M | +0.6% | -6.3% | +6.9% | +2.8% |
| 6M | 0.0% | +3.8% | -3.8% | -2.0% |
| YTD | -9.3% | +0.1% | -9.4% | -10.5% |
| 1Y | -9.3% | -0.8% | -8.5% | -10.3% |
| 3Y | +8.6% | +35.6% | -27.0% | -8.9% |
| 5Y | +21.9% | +29.6% | -7.7% | +2.3% |
| All | +193.4% | +237.3% | -43.9% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling