+58.1%
XLE vs MAR
+122.8%
-64.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -12.0% | +4.3% | -16.3% | -12.6% |
| 30D | -2.7% | +16.8% | -19.6% | -5.3% |
| 3M | +6.6% | +16.0% | -9.4% | +3.9% |
| 6M | +9.5% | +16.5% | -6.9% | +6.2% |
| YTD | +40.6% | +35.0% | +5.5% | +29.4% |
| 1Y | +43.6% | +49.4% | -5.8% | +27.4% |
| 3Y | +58.1% | +124.1% | -66.0% | +21.8% |
| All | +58.1% | +122.8% | -64.7% | +21.8% |
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 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