+1,150.7%
MCD vs XHB
+173.9%
+976.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -2.8% | -1.3% | -1.5% | -2.5% |
| 30D | -6.0% | -6.9% | +0.9% | -4.1% |
| 3M | -5.6% | -1.3% | -4.3% | -5.6% |
| 6M | -21.9% | -6.8% | -15.1% | -20.8% |
| YTD | -14.7% | +0.7% | -15.4% | -15.7% |
| 1Y | -17.3% | -11.2% | -6.0% | -15.2% |
| 3Y | -2.2% | +25.3% | -27.5% | -11.7% |
| 5Y | +20.3% | +37.3% | -17.0% | +3.4% |
| 10Y | +180.7% | +211.5% | -30.8% | +82.5% |
| All | +1,150.7% | +173.9% | +976.8% | +615.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling