+99.4%
XBI vs MCO
+42.6%
+56.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | -4.6% | -3.8% | -0.9% | -3.4% |
| 30D | -2.0% | -0.4% | -1.6% | -2.0% |
| 3M | +17.8% | +7.7% | +10.1% | +13.7% |
| 6M | +23.7% | +7.0% | +16.7% | +19.4% |
| YTD | +28.2% | -6.4% | +34.6% | +30.2% |
| 1Y | +64.0% | -7.6% | +71.6% | +67.0% |
| 3Y | +99.4% | +43.2% | +56.2% | +58.1% |
| All | +99.4% | +42.6% | +56.8% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 3y: compounded portfolio wealth divided by compounded MCO 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…
3y analysis · Full analysis span regression · 6 months rolling