+54.6%
XLE vs MAR
+68.4%
-13.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | -4.2% | +6.4% | +2.9% |
| 30D | +11.8% | -6.7% | +18.5% | +13.1% |
| 3M | +9.8% | -12.5% | +22.3% | +12.2% |
| 6M | +15.6% | +0.6% | +15.0% | +14.0% |
| YTD | +45.3% | +9.1% | +36.1% | +39.1% |
| 1Y | +48.3% | +26.2% | +22.1% | +34.9% |
| All | +54.6% | +68.4% | -13.8% | +32.2% |
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