+180.0%
MCD vs XHB
+204.2%
-24.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.9% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | -6.1% | -9.1% | +2.9% | -3.0% |
| 3M | -7.3% | -2.3% | -4.9% | -6.9% |
| 6M | -20.9% | -4.1% | -16.8% | -20.5% |
| YTD | -14.7% | -1.7% | -13.0% | -15.2% |
| 1Y | -16.1% | -15.1% | -1.0% | -12.2% |
| 3Y | -1.5% | +26.8% | -28.3% | -15.1% |
| 5Y | +20.4% | +37.3% | -16.9% | -2.3% |
| 10Y | +180.0% | +205.7% | -25.7% | +43.0% |
| All | +180.0% | +204.2% | -24.2% | +43.0% |
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