+76.1%
XBI vs MDT
+5.4%
+70.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.6% |
| 7D | +0.9% | +3.2% | -2.3% | +0.1% |
| 30D | +7.1% | +9.5% | -2.5% | +4.9% |
| 3M | +22.9% | +16.0% | +6.9% | +18.3% |
| 6M | +29.7% | +0.2% | +29.5% | +32.8% |
| YTD | +34.5% | -0.3% | +34.8% | +37.2% |
| 1Y | +76.1% | +4.7% | +71.3% | +73.8% |
| All | +76.1% | +5.4% | +70.7% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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