+19.9%
XBI vs MCO
+28.6%
-8.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.2% |
| 7D | -4.6% | -3.8% | -0.9% | -2.8% |
| 30D | -2.0% | -0.4% | -1.6% | -2.0% |
| 3M | +17.8% | +7.7% | +10.1% | +12.3% |
| 6M | +23.7% | +7.0% | +16.7% | +17.8% |
| YTD | +28.2% | -6.4% | +34.6% | +30.1% |
| 1Y | +64.0% | -7.6% | +71.6% | +66.9% |
| 3Y | +99.4% | +43.2% | +56.2% | +49.8% |
| All | +19.9% | +28.6% | -8.7% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling