+35.5%
XBI vs MP
+291.5%
-256.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.0% |
| 7D | -1.1% | +9.5% | -10.6% | -2.5% |
| 30D | +2.6% | -3.0% | +5.6% | +2.9% |
| 3M | -4.0% | -30.4% | +26.3% | +0.9% |
| 6M | +10.9% | -39.2% | +50.1% | +17.9% |
| YTD | +23.6% | -23.3% | +46.9% | +25.4% |
| 1Y | +35.1% | -32.6% | +67.7% | +39.2% |
| 3Y | +125.2% | +159.3% | -34.1% | +61.8% |
| 5Y | +19.7% | -16.4% | +36.2% | +3.0% |
| All | +35.5% | +291.5% | -256.0% | +0.1% |
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