+64.0%
XBI vs MDB
+7.4%
+56.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.3% |
| 7D | -4.6% | -1.8% | -2.9% | -4.6% |
| 30D | -2.0% | -17.3% | +15.3% | -1.6% |
| 3M | +17.8% | +2.2% | +15.6% | +17.6% |
| 6M | +23.7% | +33.9% | -10.2% | +21.2% |
| YTD | +28.2% | -13.7% | +41.9% | +28.1% |
| 1Y | +64.0% | +9.1% | +54.9% | +62.1% |
| All | +64.0% | +7.4% | +56.6% | +62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling