+211.3%
MCD vs XHB
+271.6%
-60.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +0.5% |
| 7D | +5.9% | +1.3% | +4.6% | +5.5% |
| 30D | +19.6% | +11.8% | +7.8% | +15.0% |
| 3M | +3.3% | -3.8% | +7.1% | +4.5% |
| 6M | +3.5% | +4.1% | -0.6% | +1.3% |
| YTD | -6.1% | +4.0% | -10.1% | -8.6% |
| 1Y | -3.7% | +1.6% | -5.2% | -5.5% |
| 3Y | +13.4% | +43.2% | -29.8% | -6.8% |
| 5Y | +25.2% | +35.8% | -10.7% | +3.0% |
| 10Y | +211.3% | +259.3% | -48.0% | +54.3% |
| All | +211.3% | +271.6% | -60.3% | +54.3% |
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