+19.9%
XBI vs MDY
+46.3%
-26.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.2% |
| 7D | -4.6% | -1.9% | -2.8% | -2.8% |
| 30D | -2.0% | -4.6% | +2.6% | +3.0% |
| 3M | +17.8% | -1.2% | +19.0% | +19.1% |
| 6M | +23.7% | +9.2% | +14.5% | +12.8% |
| YTD | +28.2% | +13.1% | +15.2% | +12.4% |
| 1Y | +64.0% | +13.0% | +51.0% | +43.6% |
| 3Y | +99.4% | +49.2% | +50.2% | +27.2% |
| All | +19.9% | +46.3% | -26.4% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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