+926.8%
XBI vs MDT
+164.5%
+762.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.3% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | +0.9% | +2.8% | -1.9% | -0.7% |
| 3M | +21.4% | +13.1% | +8.3% | +12.5% |
| 6M | +25.5% | +2.3% | +23.2% | +22.6% |
| YTD | +30.8% | -2.7% | +33.5% | +31.1% |
| 1Y | +68.6% | +0.9% | +67.7% | +65.2% |
| 3Y | +103.9% | +26.8% | +77.1% | +72.7% |
| 5Y | +20.8% | -19.5% | +40.2% | +30.7% |
| 10Y | +164.0% | +40.6% | +123.4% | +98.0% |
| All | +926.8% | +164.5% | +762.2% | +393.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling