+139.9%
XLC vs MAR
+158.5%
-18.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -0.9% | -4.7% | +3.8% | +0.6% |
| 3M | -0.3% | -15.6% | +15.3% | +4.8% |
| 6M | -5.2% | +1.2% | -6.4% | -6.1% |
| YTD | -5.3% | +7.5% | -12.8% | -8.4% |
| 1Y | -2.8% | +26.6% | -29.4% | -11.1% |
| 3Y | +71.2% | +66.0% | +5.2% | +42.1% |
| 5Y | +37.6% | +154.1% | -116.5% | -0.6% |
| All | +139.9% | +158.5% | -18.7% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling