+196.5%
MCD vs XME
+274.0%
-77.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.7% |
| 7D | -1.9% | +1.5% | -3.4% | -2.2% |
| 30D | +16.6% | -7.3% | +23.9% | +17.9% |
| 3M | +0.9% | -17.4% | +18.4% | +4.0% |
| 6M | +1.5% | -21.8% | +23.3% | +5.1% |
| YTD | -8.3% | -6.0% | -2.4% | -9.1% |
| 1Y | -8.1% | +3.8% | -11.9% | -10.9% |
| 3Y | +10.3% | +100.0% | -89.7% | -9.4% |
| 5Y | +23.4% | +116.1% | -92.6% | -3.6% |
| All | +196.5% | +274.0% | -77.5% | +66.2% |
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