+943.2%
XBI vs MAR
+1,204.5%
-261.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -0.2% |
| 7D | -0.9% | -1.7% | +0.8% | -0.2% |
| 30D | +2.9% | -6.9% | +9.8% | +5.9% |
| 3M | +26.2% | -15.8% | +42.0% | +34.7% |
| 6M | +30.7% | +1.9% | +28.8% | +28.9% |
| YTD | +32.9% | +6.6% | +26.3% | +28.1% |
| 1Y | +72.3% | +23.7% | +48.6% | +55.4% |
| 3Y | +107.2% | +64.6% | +42.6% | +64.2% |
| 5Y | +23.2% | +156.4% | -133.2% | -19.8% |
| 10Y | +158.5% | +415.4% | -256.8% | +13.8% |
| All | +943.2% | +1,204.5% | -261.3% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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