+37.0%
XBI vs MP
+257.7%
-220.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.4% | +1.8% |
| 7D | -2.4% | -10.5% | +8.1% | -0.8% |
| 30D | +1.3% | -23.5% | +24.9% | +5.3% |
| 3M | -1.5% | -25.4% | +24.0% | +2.5% |
| 6M | +10.7% | -51.3% | +61.9% | +21.6% |
| YTD | +25.0% | -29.9% | +54.9% | +28.5% |
| 1Y | +39.9% | -31.8% | +71.7% | +43.5% |
| 3Y | +119.2% | +127.0% | -7.8% | +61.2% |
| 5Y | +16.6% | -3.3% | +19.9% | -1.4% |
| All | +37.0% | +257.7% | -220.6% | +2.7% |
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