+23.4%
MCD vs XBI
+24.3%
-0.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | -1.9% | -1.8% | -0.2% | -1.8% |
| 30D | +16.6% | +3.2% | +13.4% | +16.1% |
| 3M | +0.9% | -1.1% | +2.1% | +0.9% |
| 6M | +1.5% | +16.1% | -14.6% | -0.6% |
| YTD | -8.3% | +28.3% | -36.6% | -11.4% |
| 1Y | -8.1% | +37.7% | -45.8% | -12.0% |
| 3Y | +10.3% | +134.9% | -124.6% | -1.7% |
| 5Y | +23.4% | +24.5% | -1.1% | +14.9% |
| All | +23.4% | +24.3% | -0.8% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling