+44.7%
XLB vs MAR
+126.2%
-81.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -1.1% |
| 7D | +0.5% | +2.9% | -2.4% | -0.5% |
| 30D | +6.9% | +17.0% | -10.1% | +1.0% |
| 3M | -0.2% | +23.2% | -23.3% | -7.5% |
| 6M | +3.3% | +21.7% | -18.4% | -4.4% |
| YTD | +18.0% | +38.9% | -20.8% | +3.1% |
| 1Y | +24.2% | +48.7% | -24.4% | +5.4% |
| 3Y | +44.7% | +122.9% | -78.2% | +2.4% |
| All | +44.7% | +126.2% | -81.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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