+31.6%
XLB vs MAR
+173.3%
-141.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -1.2% |
| 7D | +0.5% | +2.9% | -2.4% | -0.6% |
| 30D | +6.9% | +17.0% | -10.1% | +0.4% |
| 3M | -0.2% | +23.2% | -23.3% | -8.3% |
| 6M | +3.3% | +21.7% | -18.4% | -5.1% |
| YTD | +18.0% | +38.9% | -20.8% | +2.1% |
| 1Y | +24.2% | +48.7% | -24.4% | +4.3% |
| 3Y | +44.7% | +122.9% | -78.2% | -0.1% |
| 5Y | +31.6% | +177.5% | -145.9% | -18.6% |
| All | +31.6% | +173.3% | -141.7% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling