-15.2%
MCD vs XME
+37.7%
-52.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | -0.4% |
| 7D | -2.5% | -3.0% | +0.5% | -2.7% |
| 30D | -7.0% | -2.6% | -4.4% | -7.2% |
| 3M | -9.8% | +2.2% | -11.9% | -9.5% |
| 6M | -21.8% | +0.7% | -22.5% | -21.7% |
| YTD | -15.6% | +10.9% | -26.5% | -15.1% |
| 1Y | -15.2% | +35.7% | -50.9% | -10.7% |
| All | -15.2% | +37.7% | -52.8% | -10.7% |
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 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