+1,150.7%
MCD vs XBI
+950.0%
+200.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.8% | +0.9% | -3.7% | -3.0% |
| 30D | -6.0% | +7.1% | -13.1% | -7.6% |
| 3M | -5.6% | +22.9% | -28.5% | -10.1% |
| 6M | -21.9% | +29.7% | -51.6% | -26.7% |
| YTD | -14.7% | +34.5% | -49.2% | -20.8% |
| 1Y | -17.3% | +76.1% | -93.3% | -27.9% |
| 3Y | -2.2% | +103.2% | -105.3% | -18.9% |
| 5Y | +20.3% | +22.8% | -2.6% | +9.5% |
| 10Y | +180.7% | +176.3% | +4.4% | +95.9% |
| All | +1,150.7% | +950.0% | +200.7% | +355.4% |
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