+19.4%
MCD vs XBI
+21.6%
-2.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -2.9% | -3.6% | +0.8% | -2.5% |
| 30D | -6.7% | +0.9% | -7.6% | -6.9% |
| 3M | -9.6% | +21.4% | -31.0% | -11.7% |
| 6M | -22.3% | +25.5% | -47.8% | -24.6% |
| YTD | -15.4% | +30.8% | -46.3% | -18.4% |
| 1Y | -16.8% | +68.6% | -85.4% | -22.3% |
| 3Y | -2.4% | +103.9% | -106.3% | -11.7% |
| 5Y | +19.4% | +20.8% | -1.4% | +13.7% |
| All | +19.4% | +21.6% | -2.3% | +13.7% |
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