+910.3%
XBI vs MDY
+513.9%
+396.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.8% |
| 7D | -4.6% | -2.5% | -2.1% | -2.4% |
| 30D | -0.8% | -5.0% | +4.3% | +3.9% |
| 3M | +21.8% | +0.5% | +21.4% | +21.2% |
| 6M | +23.2% | +8.0% | +15.2% | +15.1% |
| YTD | +28.7% | +12.2% | +16.6% | +16.1% |
| 1Y | +67.8% | +14.0% | +53.8% | +49.0% |
| 3Y | +100.6% | +48.2% | +52.5% | +41.1% |
| 5Y | +19.8% | +46.1% | -26.3% | -13.3% |
| 10Y | +159.7% | +173.8% | -14.0% | +9.0% |
| All | +910.3% | +513.9% | +396.4% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling