+150.7%
XBI vs MPC
+1,167.6%
-1,016.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.2% |
| 7D | -4.6% | +1.2% | -5.8% | -4.9% |
| 30D | -0.8% | +17.0% | -17.8% | -4.5% |
| 3M | +21.8% | +49.5% | -27.6% | +10.2% |
| 6M | +23.2% | +83.5% | -60.3% | +5.0% |
| YTD | +28.7% | +144.1% | -115.4% | +1.7% |
| 1Y | +67.8% | +119.6% | -51.8% | +35.7% |
| 3Y | +100.6% | +168.1% | -67.4% | +50.1% |
| 5Y | +19.8% | +671.3% | -651.5% | -34.9% |
| All | +150.7% | +1,167.6% | -1,016.9% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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