+2,439.3%
MAR vs XEL
+765.1%
+1,674.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.7% |
| 7D | -1.7% | +1.3% | -3.0% | -2.1% |
| 30D | -6.9% | -1.5% | -5.4% | -6.5% |
| 3M | -15.8% | -0.2% | -15.6% | -15.9% |
| 6M | +1.9% | -5.4% | +7.4% | +3.3% |
| YTD | +6.6% | +5.6% | +1.0% | +4.6% |
| 1Y | +23.7% | +10.5% | +13.2% | +19.6% |
| 3Y | +64.6% | +49.2% | +15.4% | +44.4% |
| 5Y | +156.4% | +30.1% | +126.3% | +131.4% |
| 10Y | +415.4% | +146.7% | +268.7% | +273.5% |
| All | +2,439.3% | +765.1% | +1,674.2% | +1,240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling