+178.0%
MCD vs XBI
+165.7%
+12.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -2.9% | -3.6% | +0.8% | -2.2% |
| 30D | -6.7% | +0.9% | -7.6% | -7.0% |
| 3M | -9.6% | +21.4% | -31.0% | -13.1% |
| 6M | -22.3% | +25.5% | -47.8% | -26.0% |
| YTD | -15.4% | +30.8% | -46.3% | -20.3% |
| 1Y | -16.8% | +68.6% | -85.4% | -25.5% |
| 3Y | -2.4% | +103.9% | -106.3% | -17.1% |
| 5Y | +19.4% | +20.8% | -1.4% | +11.9% |
| All | +178.0% | +165.7% | +12.3% | +109.8% |
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