-8.6%
MCD vs XME
+0.8%
-9.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.5% |
| 7D | -1.6% | +5.3% | -6.9% | -1.3% |
| 30D | +16.0% | -8.2% | +24.2% | +15.5% |
| 3M | 0.0% | -18.4% | +18.3% | -1.2% |
| 6M | +0.9% | -22.8% | +23.8% | -0.2% |
| YTD | -8.7% | -7.9% | -0.8% | -10.0% |
| 1Y | -8.6% | -0.9% | -7.7% | -10.3% |
| All | -8.6% | +0.8% | -9.3% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling