+149.7%
XBI vs MXL
+313.4%
-163.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -7.9% | -1.7% |
| 7D | -4.6% | +18.9% | -23.5% | -7.5% |
| 30D | -2.0% | +0.3% | -2.3% | -2.8% |
| 3M | +17.8% | -8.0% | +25.8% | +14.7% |
| 6M | +23.7% | +341.2% | -317.5% | -19.8% |
| YTD | +28.2% | +327.8% | -299.6% | -16.9% |
| 1Y | +64.0% | +364.9% | -300.9% | +2.8% |
| 3Y | +99.4% | +229.2% | -129.8% | +17.9% |
| 5Y | +19.3% | +42.8% | -23.4% | -15.2% |
| All | +149.7% | +313.4% | -163.7% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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