+176.5%
XLE vs MAR
+531.5%
-355.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.0% |
| 7D | +4.4% | +1.8% | +2.6% | +3.6% |
| 30D | -4.3% | +14.3% | -18.6% | -9.8% |
| 3M | +6.0% | +20.0% | -14.0% | -2.3% |
| 6M | +13.2% | +21.7% | -8.5% | +2.8% |
| YTD | +46.7% | +37.7% | +9.0% | +24.3% |
| 1Y | +46.6% | +46.8% | -0.2% | +20.3% |
| 3Y | +69.6% | +121.0% | -51.5% | +12.1% |
| 5Y | +166.5% | +183.1% | -16.5% | +49.0% |
| All | +176.5% | +531.5% | -355.0% | +19.6% |
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