+170.7%
XLE vs MAR
+411.9%
-241.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.1% |
| 7D | 0.0% | -1.7% | +1.7% | +0.7% |
| 30D | +12.6% | -6.9% | +19.6% | +15.9% |
| 3M | +11.8% | -15.8% | +27.7% | +19.5% |
| 6M | +16.1% | +1.9% | +14.1% | +13.0% |
| YTD | +46.9% | +6.6% | +40.3% | +39.1% |
| 1Y | +53.3% | +23.7% | +29.6% | +34.8% |
| 3Y | +54.9% | +64.6% | -9.7% | +16.4% |
| 5Y | +225.7% | +156.4% | +69.3% | +87.1% |
| 10Y | +170.7% | +415.4% | -244.7% | +15.8% |
| All | +170.7% | +411.9% | -241.2% | +15.8% |
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 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