+47.5%
XBI vs MP
+450.8%
-403.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +0.9% | -2.9% | +3.7% | +1.3% |
| 30D | +7.1% | +13.8% | -6.8% | +4.8% |
| 3M | +22.9% | -16.7% | +39.6% | +25.4% |
| 6M | +29.7% | -11.5% | +41.2% | +29.9% |
| YTD | +34.5% | +7.9% | +26.5% | +30.0% |
| 1Y | +76.1% | -15.0% | +91.1% | +72.8% |
| 3Y | +103.2% | +153.5% | -50.3% | +49.3% |
| 5Y | +22.8% | +58.7% | -35.8% | -3.6% |
| All | +47.5% | +450.8% | -403.3% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling