-1.2%
MCD vs XHB
+30.5%
-31.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -6.0% | -6.9% | +0.9% | -5.0% |
| 3M | -5.6% | -1.3% | -4.3% | -5.6% |
| 6M | -21.9% | -6.8% | -15.1% | -21.2% |
| YTD | -14.7% | +0.7% | -15.4% | -15.2% |
| 1Y | -17.3% | -11.2% | -6.0% | -16.2% |
| All | -1.2% | +30.5% | -31.7% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling