+910.3%
XBI vs MCO
+822.1%
+88.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | -4.6% | -7.3% | +2.7% | -1.7% |
| 30D | -0.8% | -1.7% | +0.9% | -0.2% |
| 3M | +21.8% | +3.9% | +17.9% | +19.2% |
| 6M | +23.2% | +3.8% | +19.4% | +20.3% |
| YTD | +28.7% | -7.9% | +36.6% | +30.9% |
| 1Y | +67.8% | -6.8% | +74.6% | +69.3% |
| 3Y | +100.6% | +40.9% | +59.7% | +69.8% |
| 5Y | +19.8% | +27.5% | -7.7% | +4.8% |
| 10Y | +159.7% | +381.4% | -221.7% | +37.8% |
| All | +910.3% | +822.1% | +88.1% | +242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling