+23.2%
XBI vs MP
+61.8%
-38.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.4% |
| 7D | -0.9% | +3.0% | -3.9% | -1.4% |
| 30D | +2.9% | +8.3% | -5.4% | +1.5% |
| 3M | +26.2% | -3.8% | +30.0% | +26.1% |
| 6M | +30.7% | -4.9% | +35.6% | +29.4% |
| YTD | +32.9% | +9.6% | +23.3% | +27.9% |
| 1Y | +72.3% | -11.7% | +84.0% | +67.5% |
| 3Y | +107.2% | +158.5% | -51.3% | +44.6% |
| 5Y | +23.2% | +68.9% | -45.7% | -6.5% |
| All | +23.2% | +61.8% | -38.6% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling