+64.0%
XBI vs MMM
+9.2%
+54.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -4.6% | -2.1% | -2.5% | -4.2% |
| 30D | -2.0% | -9.8% | +7.8% | 0.0% |
| 3M | +17.8% | +4.9% | +12.9% | +16.8% |
| 6M | +23.7% | +7.3% | +16.4% | +21.4% |
| YTD | +28.2% | +4.5% | +23.7% | +25.6% |
| 1Y | +64.0% | +5.4% | +58.6% | +61.6% |
| All | +64.0% | +9.2% | +54.7% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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