+1,401.3%
MCD vs XME
+169.9%
+1,231.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -1.1% |
| 7D | +7.1% | -4.5% | +11.6% | +7.9% |
| 30D | +19.8% | -10.9% | +30.6% | +22.0% |
| 3M | +0.8% | -15.3% | +16.1% | +3.4% |
| 6M | -1.3% | -24.6% | +23.3% | +2.8% |
| YTD | -7.8% | -9.6% | +1.9% | -7.6% |
| 1Y | -5.0% | +2.9% | -7.9% | -7.2% |
| 3Y | +10.5% | +86.9% | -76.4% | -5.2% |
| 5Y | +22.0% | +115.2% | -93.2% | -0.4% |
| 10Y | +216.7% | +305.7% | -89.1% | +116.6% |
| All | +1,401.3% | +169.9% | +1,231.5% | +811.2% |
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 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