+22.3%
XBI vs MPC
+600.5%
-578.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.5% |
| 7D | -1.1% | +11.2% | -12.3% | -2.4% |
| 30D | +2.6% | -14.5% | +17.1% | +4.3% |
| 3M | -4.0% | +16.7% | -20.7% | -6.5% |
| 6M | +10.9% | +67.6% | -56.6% | +2.1% |
| YTD | +23.6% | +157.9% | -134.3% | +4.3% |
| 1Y | +35.1% | +116.7% | -81.6% | +17.9% |
| 3Y | +125.2% | +199.8% | -74.6% | +78.8% |
| All | +22.3% | +600.5% | -578.2% | -18.2% |
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