+99.4%
XBI vs MDT
+25.0%
+74.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -4.6% | -3.4% | -1.2% | -3.4% |
| 30D | -2.0% | +0.2% | -2.2% | -2.1% |
| 3M | +17.8% | +14.3% | +3.5% | +11.4% |
| 6M | +23.7% | +4.0% | +19.7% | +22.0% |
| YTD | +28.2% | -3.7% | +31.9% | +30.4% |
| 1Y | +64.0% | -0.4% | +64.3% | +64.0% |
| 3Y | +99.4% | +23.3% | +76.1% | +68.0% |
| All | +99.4% | +25.0% | +74.4% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling