+93.3%
XBI vs MDB
+1,017.4%
-924.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | +0.5% |
| 7D | +0.9% | -17.4% | +18.3% | +4.5% |
| 30D | +7.1% | -2.0% | +9.1% | +6.7% |
| 3M | +22.9% | -3.0% | +25.9% | +22.0% |
| 6M | +29.7% | +48.7% | -19.0% | +15.7% |
| YTD | +34.5% | -12.1% | +46.6% | +32.4% |
| 1Y | +76.1% | +14.5% | +61.6% | +61.9% |
| 3Y | +103.2% | -6.1% | +109.3% | +79.9% |
| 5Y | +22.8% | -27.3% | +50.2% | +3.5% |
| All | +93.3% | +1,017.4% | -924.1% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling