+149.7%
XBI vs MO
+114.7%
+35.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -4.6% | +0.1% | -4.8% | -4.7% |
| 30D | -2.0% | +7.1% | -9.1% | -3.2% |
| 3M | +17.8% | -2.0% | +19.7% | +17.8% |
| 6M | +23.7% | +7.3% | +16.4% | +21.1% |
| YTD | +28.2% | +23.5% | +4.8% | +21.6% |
| 1Y | +64.0% | +11.0% | +53.0% | +58.8% |
| 3Y | +99.4% | +95.0% | +4.4% | +66.8% |
| 5Y | +19.3% | +100.6% | -81.3% | -2.2% |
| All | +149.7% | +114.7% | +35.0% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 10y: compounded portfolio wealth divided by compounded MO 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…
10y analysis · Full analysis span regression · 6 months rolling