+19.8%
XBI vs MDB
-22.0%
+41.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -2.4% |
| 7D | -4.6% | -2.8% | -1.8% | -4.2% |
| 30D | -0.8% | -14.9% | +14.1% | +1.6% |
| 3M | +21.8% | +7.3% | +14.5% | +18.8% |
| 6M | +23.2% | +38.2% | -15.0% | +12.6% |
| YTD | +28.7% | -10.9% | +39.7% | +26.8% |
| 1Y | +67.8% | +11.6% | +56.1% | +56.3% |
| 3Y | +100.6% | -0.9% | +101.6% | +77.4% |
| 5Y | +19.8% | -23.5% | +43.3% | +1.0% |
| All | +19.8% | -22.0% | +41.8% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling