+926.8%
XBI vs MTB
+313.4%
+613.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -3.6% | +1.1% | -4.7% | -4.0% |
| 30D | +0.9% | -4.6% | +5.5% | +2.3% |
| 3M | +21.4% | +6.3% | +15.2% | +18.8% |
| 6M | +25.5% | +15.6% | +9.9% | +19.4% |
| YTD | +30.8% | +20.6% | +10.3% | +22.5% |
| 1Y | +68.6% | +22.5% | +46.0% | +56.6% |
| 3Y | +103.9% | +114.4% | -10.5% | +56.3% |
| 5Y | +20.8% | +101.9% | -81.1% | -7.8% |
| 10Y | +164.0% | +170.4% | -6.4% | +70.7% |
| All | +926.8% | +313.4% | +613.4% | +409.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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