+125.2%
XBI vs MPC
+203.2%
-78.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.5% |
| 7D | -1.1% | +11.2% | -12.3% | -1.7% |
| 30D | +2.6% | -14.5% | +17.1% | +3.4% |
| 3M | -4.0% | +16.7% | -20.7% | -5.7% |
| 6M | +10.9% | +67.6% | -56.6% | +5.0% |
| YTD | +23.6% | +157.9% | -134.3% | +8.2% |
| 1Y | +35.1% | +116.7% | -81.6% | +22.1% |
| 3Y | +125.2% | +199.8% | -74.6% | +80.7% |
| All | +125.2% | +203.2% | -78.1% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling