+1,230.3%
MCD vs XBI
+865.0%
+365.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.6% | -1.1% | -0.6% | -1.4% |
| 30D | +14.1% | +2.6% | +11.5% | +13.3% |
| 3M | +0.6% | -4.0% | +4.6% | +1.2% |
| 6M | 0.0% | +10.9% | -10.9% | -2.9% |
| YTD | -9.3% | +23.6% | -32.9% | -14.4% |
| 1Y | -9.3% | +35.1% | -44.4% | -16.2% |
| 3Y | +8.6% | +125.2% | -116.6% | -12.3% |
| 5Y | +21.9% | +19.7% | +2.2% | +11.2% |
| 10Y | +202.8% | +130.6% | +72.2% | +121.0% |
| All | +1,230.3% | +865.0% | +365.3% | +392.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling