+1,252.6%
MCD vs XHB
+172.9%
+1,079.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +7.1% | +1.3% | +5.8% | +6.7% |
| 30D | +19.8% | +7.8% | +12.0% | +17.2% |
| 3M | +0.8% | -5.5% | +6.3% | +2.4% |
| 6M | -1.3% | -2.6% | +1.3% | -1.0% |
| YTD | -7.8% | +0.4% | -8.1% | -8.7% |
| 1Y | -5.0% | -1.0% | -4.0% | -5.7% |
| 3Y | +10.5% | +37.3% | -26.8% | -2.9% |
| 5Y | +22.0% | +33.7% | -11.7% | +5.7% |
| 10Y | +216.7% | +256.9% | -40.2% | +98.8% |
| All | +1,252.6% | +172.9% | +1,079.7% | +674.0% |
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