-1.5%
MCD vs XBI
+107.0%
-108.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.2% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | -6.1% | +2.9% | -9.0% | -6.5% |
| 3M | -7.3% | +26.2% | -33.5% | -9.7% |
| 6M | -20.9% | +30.7% | -51.7% | -23.6% |
| YTD | -14.7% | +32.9% | -47.6% | -17.8% |
| 1Y | -16.1% | +72.3% | -88.4% | -21.8% |
| 3Y | -1.5% | +107.2% | -108.7% | -12.5% |
| All | -1.5% | +107.0% | -108.5% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling