+19.9%
XBI vs MRSH
+18.2%
+1.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.6% | -4.8% | +0.1% | -2.8% |
| 30D | -2.0% | -6.3% | +4.3% | +0.5% |
| 3M | +17.8% | +5.8% | +12.0% | +14.1% |
| 6M | +23.7% | +2.8% | +20.9% | +20.6% |
| YTD | +28.2% | -3.1% | +31.4% | +27.9% |
| 1Y | +64.0% | -11.3% | +75.2% | +71.1% |
| 3Y | +99.4% | -5.0% | +104.4% | +94.1% |
| All | +19.9% | +18.2% | +1.7% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling