+180.0%
MCD vs XME
+401.9%
-221.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -2.0% | +3.6% | -5.6% | -2.6% |
| 30D | -6.1% | +3.6% | -9.8% | -6.8% |
| 3M | -7.3% | +1.2% | -8.5% | -7.8% |
| 6M | -20.9% | +9.0% | -30.0% | -22.9% |
| YTD | -14.7% | +15.9% | -30.6% | -18.2% |
| 1Y | -16.1% | +43.2% | -59.3% | -23.4% |
| 3Y | -1.5% | +137.4% | -138.9% | -21.0% |
| 5Y | +20.4% | +185.0% | -164.6% | -10.7% |
| 10Y | +180.0% | +409.5% | -229.5% | +50.7% |
| All | +180.0% | +401.9% | -221.9% | +50.7% |
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