+211.3%
MCD vs XME
+294.4%
-83.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +0.8% |
| 7D | +5.9% | +0.9% | +5.0% | +5.7% |
| 30D | +19.6% | -7.3% | +27.0% | +21.0% |
| 3M | +3.3% | -14.8% | +18.0% | +5.8% |
| 6M | +3.5% | -18.4% | +21.9% | +6.3% |
| YTD | -6.1% | -4.7% | -1.4% | -7.1% |
| 1Y | -3.7% | +5.7% | -9.4% | -6.8% |
| 3Y | +13.4% | +104.0% | -90.6% | -7.3% |
| 5Y | +25.2% | +122.4% | -97.3% | -3.1% |
| 10Y | +211.3% | +285.4% | -74.1% | +70.0% |
| All | +211.3% | +294.4% | -83.1% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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