+153.1%
MAR vs XEL
+27.8%
+125.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -2.1% | -1.2% | -0.9% | -1.9% |
| 30D | -5.7% | -2.9% | -2.8% | -5.2% |
| 3M | -14.6% | -2.7% | -11.9% | -14.3% |
| 6M | +1.3% | -6.5% | +7.9% | +2.3% |
| YTD | +6.7% | +3.6% | +3.1% | +5.9% |
| 1Y | +26.4% | +7.5% | +18.9% | +24.7% |
| 3Y | +64.7% | +46.3% | +18.4% | +54.5% |
| 5Y | +153.1% | +30.5% | +122.5% | +148.6% |
| All | +153.1% | +27.8% | +125.3% | +148.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling