+47.9%
XBI vs MP
-35.7%
+83.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.1% | +7.7% | +3.4% |
| 7D | +1.0% | -12.5% | +13.6% | +2.9% |
| 30D | +1.9% | -23.3% | +25.2% | +5.6% |
| 3M | +4.8% | -24.4% | +29.1% | +8.7% |
| 6M | +19.3% | -45.8% | +65.0% | +27.7% |
| YTD | +30.6% | -28.9% | +59.5% | +35.4% |
| 1Y | +47.9% | -34.6% | +82.5% | +54.2% |
| All | +47.9% | -35.7% | +83.6% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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