+49.9%
XLE vs MAR
+62.0%
-12.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.0% | -6.8% | -4.3% |
| 7D | -7.2% | +7.7% | -14.9% | -5.8% |
| 30D | +0.1% | +19.4% | -19.3% | +3.5% |
| 3M | +9.2% | +23.3% | -14.1% | +13.7% |
| 6M | +8.4% | +22.8% | -14.5% | +13.0% |
| YTD | +44.9% | +37.8% | +7.1% | +51.2% |
| 1Y | +49.9% | +57.4% | -7.5% | +54.8% |
| All | +49.9% | +62.0% | -12.2% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling