+1,288.2%
MCD vs XME
+242.3%
+1,045.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -6.0% | +6.0% | -12.0% | -7.1% |
| 3M | -5.6% | -7.7% | +2.2% | -4.7% |
| 6M | -21.9% | +1.0% | -22.8% | -22.7% |
| YTD | -14.7% | +14.6% | -29.3% | -17.8% |
| 1Y | -17.3% | +46.0% | -63.2% | -24.2% |
| 3Y | -2.2% | +127.0% | -129.2% | -18.7% |
| 5Y | +20.3% | +175.8% | -155.5% | -5.9% |
| 10Y | +180.7% | +414.6% | -233.9% | +84.4% |
| All | +1,288.2% | +242.3% | +1,045.9% | +710.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling