+39.6%
XBI vs MP
+268.3%
-228.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.4% |
| 7D | +0.1% | -3.6% | +3.7% | +0.6% |
| 30D | +0.8% | -21.0% | +21.8% | +4.3% |
| 3M | -1.9% | -33.3% | +31.4% | +3.9% |
| 6M | +15.2% | -45.9% | +61.1% | +24.7% |
| YTD | +27.3% | -27.8% | +55.1% | +30.4% |
| 1Y | +41.5% | -43.2% | +84.6% | +49.5% |
| 3Y | +133.1% | +144.0% | -11.0% | +69.1% |
| 5Y | +23.7% | -6.1% | +29.8% | +5.0% |
| All | +39.6% | +268.3% | -228.7% | +4.1% |
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