+832.0%
XLB vs MAR
+4,289.2%
-3,457.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -0.2% | +23.2% | -23.3% | -8.4% |
| 6M | +3.3% | +21.7% | -18.4% | -5.2% |
| YTD | +18.0% | +38.9% | -20.8% | +2.2% |
| 1Y | +24.2% | +48.7% | -24.4% | +4.5% |
| 3Y | +44.7% | +122.9% | -78.2% | +1.6% |
| 5Y | +31.6% | +177.5% | -145.9% | -17.4% |
| 10Y | +164.2% | +537.5% | -373.3% | +7.0% |
| All | +832.0% | +4,289.2% | -3,457.2% | +53.7% |
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