-15.2%
MCD vs XBI
+65.5%
-80.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | -2.5% | -4.6% | +2.1% | -2.4% |
| 30D | -7.0% | -0.8% | -6.2% | -7.1% |
| 3M | -9.8% | +21.8% | -31.6% | -11.2% |
| 6M | -21.8% | +23.2% | -44.9% | -23.3% |
| YTD | -15.6% | +28.7% | -44.3% | -18.1% |
| 1Y | -15.2% | +67.8% | -82.9% | -19.6% |
| All | -15.2% | +65.5% | -80.7% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling