+1.5%
MCD vs XBI
+15.7%
-14.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.6% |
| 7D | -1.9% | -1.8% | -0.2% | -1.9% |
| 30D | +16.6% | +3.2% | +13.4% | +16.6% |
| 3M | +0.9% | -1.1% | +2.1% | +0.9% |
| 6M | +1.5% | +16.1% | -14.6% | +5.0% |
| All | +1.5% | +15.7% | -14.2% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling