+20.8%
XBI vs MPC
+687.9%
-667.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -3.6% | +3.2% | -6.8% | -4.1% |
| 30D | +0.9% | +25.0% | -24.2% | -2.4% |
| 3M | +21.4% | +55.2% | -33.7% | +13.6% |
| 6M | +25.5% | +86.4% | -60.9% | +13.0% |
| YTD | +30.8% | +148.5% | -117.6% | +11.1% |
| 1Y | +68.6% | +121.7% | -53.1% | +46.1% |
| 3Y | +103.9% | +172.9% | -68.9% | +64.5% |
| 5Y | +20.8% | +679.9% | -659.2% | -26.9% |
| All | +20.8% | +687.9% | -667.1% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling