+91.1%
XBI vs MDB
+978.8%
-887.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.3% | -0.5% |
| 7D | -0.9% | -18.0% | +17.1% | +2.8% |
| 30D | +2.9% | -10.7% | +13.6% | +4.6% |
| 3M | +26.2% | +1.0% | +25.2% | +24.2% |
| 6M | +30.7% | +31.6% | -0.9% | +19.7% |
| YTD | +32.9% | -15.2% | +48.1% | +31.8% |
| 1Y | +72.3% | +10.1% | +62.1% | +59.7% |
| 3Y | +107.2% | -5.6% | +112.8% | +82.9% |
| 5Y | +23.2% | -24.5% | +47.7% | +2.7% |
| All | +91.1% | +978.8% | -887.7% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MDB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling