+820.5%
XLB vs MAR
+3,348.9%
-2,528.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -1.4% | -4.2% | +2.8% | +0.3% |
| 30D | -0.4% | -6.7% | +6.3% | +2.4% |
| 3M | +2.0% | -12.5% | +14.5% | +7.2% |
| 6M | +1.8% | +0.6% | +1.3% | +0.9% |
| YTD | +16.6% | +9.1% | +7.5% | +11.4% |
| 1Y | +16.9% | +26.2% | -9.3% | +5.0% |
| 3Y | +32.6% | +68.2% | -35.6% | +4.3% |
| 5Y | +35.6% | +163.9% | -128.3% | -13.2% |
| 10Y | +160.0% | +420.6% | -260.5% | +14.4% |
| All | +820.5% | +3,348.9% | -2,528.4% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling