+19.9%
XBI vs MXL
+40.1%
-20.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -7.9% | -1.3% |
| 7D | -4.6% | +18.9% | -23.5% | -6.8% |
| 30D | -2.0% | +0.3% | -2.3% | -2.6% |
| 3M | +17.8% | -8.0% | +25.8% | +15.6% |
| 6M | +23.7% | +341.2% | -317.5% | -11.8% |
| YTD | +28.2% | +327.8% | -299.6% | -8.7% |
| 1Y | +64.0% | +364.9% | -300.9% | +13.6% |
| 3Y | +99.4% | +229.2% | -129.8% | +31.5% |
| All | +19.9% | +40.1% | -20.2% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling