+72.3%
XLC vs MAR
+68.8%
+3.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.3% |
| 7D | +0.6% | -1.7% | +2.3% | +1.1% |
| 30D | +0.2% | -6.9% | +7.2% | +2.6% |
| 3M | +0.6% | -15.8% | +16.5% | +6.3% |
| 6M | -4.5% | +1.9% | -6.5% | -6.1% |
| YTD | -4.7% | +6.6% | -11.3% | -8.3% |
| 1Y | -1.7% | +23.7% | -25.3% | -11.3% |
| 3Y | +72.3% | +64.6% | +7.7% | +33.5% |
| All | +72.3% | +68.8% | +3.5% | +33.5% |
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 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