+433.8%
MAR vs XEL
+151.6%
+282.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.5% | -0.3% | -0.3% | -0.5% |
| 30D | -5.4% | -3.9% | -1.5% | -4.7% |
| 3M | -15.5% | -2.8% | -12.7% | -15.1% |
| 6M | +3.0% | -5.4% | +8.4% | +3.9% |
| YTD | +8.5% | +3.8% | +4.8% | +7.5% |
| 1Y | +26.0% | +6.8% | +19.1% | +23.9% |
| 3Y | +68.6% | +45.6% | +23.0% | +55.2% |
| 5Y | +157.4% | +30.7% | +126.7% | +141.0% |
| All | +433.8% | +151.6% | +282.3% | +398.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 10y: compounded portfolio wealth divided by compounded XEL 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…
10y analysis · Full analysis span regression · 6 months rolling