+41.2%
XBI vs MP
+418.4%
-377.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -0.8% |
| 7D | -4.6% | -4.6% | 0.0% | -3.9% |
| 30D | -0.8% | -7.1% | +6.3% | +0.2% |
| 3M | +21.8% | -4.0% | +25.8% | +21.8% |
| 6M | +23.2% | -16.7% | +39.8% | +24.5% |
| YTD | +28.7% | +1.6% | +27.2% | +25.5% |
| 1Y | +67.8% | -17.8% | +85.6% | +65.4% |
| 3Y | +100.6% | +139.6% | -38.9% | +48.7% |
| 5Y | +19.8% | +50.5% | -30.6% | -5.2% |
| All | +41.2% | +418.4% | -377.2% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling