+99.4%
XBI vs MRSH
-4.9%
+104.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.6% | -4.8% | +0.1% | -4.1% |
| 30D | -2.0% | -6.3% | +4.3% | -1.3% |
| 3M | +17.8% | +5.8% | +12.0% | +16.5% |
| 6M | +23.7% | +2.8% | +20.9% | +22.8% |
| YTD | +28.2% | -3.1% | +31.4% | +28.6% |
| 1Y | +64.0% | -11.3% | +75.2% | +68.6% |
| 3Y | +99.4% | -5.0% | +104.4% | +102.5% |
| All | +99.4% | -4.9% | +104.3% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling