+76.1%
XBI vs MRSH
-7.9%
+83.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.5% |
| 7D | +0.9% | -3.6% | +4.5% | +0.6% |
| 30D | +7.1% | -3.0% | +10.1% | +6.8% |
| 3M | +22.9% | +15.8% | +7.1% | +24.0% |
| 6M | +29.7% | +1.6% | +28.1% | +30.5% |
| YTD | +34.5% | +1.7% | +32.8% | +35.5% |
| 1Y | +76.1% | -8.0% | +84.1% | +79.4% |
| All | +76.1% | -7.9% | +83.9% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling