-9.3%
MCD vs XHB
-2.2%
-7.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +14.1% | +9.9% | +4.2% | +12.1% |
| 3M | +0.6% | -6.3% | +6.9% | +1.3% |
| 6M | 0.0% | +3.8% | -3.8% | -1.1% |
| YTD | -9.3% | +0.1% | -9.4% | -10.9% |
| 1Y | -9.3% | -0.8% | -8.5% | -10.7% |
| All | -9.3% | -2.2% | -7.1% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling