+119.2%
XBI vs MP
+114.3%
+4.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.4% | +2.1% |
| 7D | -2.4% | -10.5% | +8.1% | -1.3% |
| 30D | +1.3% | -23.5% | +24.9% | +4.0% |
| 3M | -1.5% | -25.4% | +24.0% | +1.2% |
| 6M | +10.7% | -51.3% | +61.9% | +17.6% |
| YTD | +25.0% | -29.9% | +54.9% | +27.7% |
| 1Y | +39.9% | -31.8% | +71.7% | +42.8% |
| 3Y | +119.2% | +127.0% | -7.8% | +67.4% |
| All | +119.2% | +114.3% | +4.8% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling