+193.4%
MCD vs XBI
+129.6%
+63.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.6% | -1.1% | -0.6% | -1.5% |
| 30D | +14.1% | +2.6% | +11.5% | +13.5% |
| 3M | +0.6% | -4.0% | +4.6% | +1.1% |
| 6M | 0.0% | +10.9% | -10.9% | -2.5% |
| YTD | -9.3% | +23.6% | -32.9% | -13.7% |
| 1Y | -9.3% | +35.1% | -44.4% | -15.3% |
| 3Y | +8.6% | +125.2% | -116.6% | -10.0% |
| 5Y | +21.9% | +19.7% | +2.2% | +14.1% |
| All | +193.4% | +129.6% | +63.9% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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