+988.3%
XLE vs MAR
+4,168.4%
-3,180.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -12.0% | +4.3% | -16.3% | -13.5% |
| 30D | -2.7% | +16.8% | -19.6% | -8.6% |
| 3M | +6.6% | +16.0% | -9.4% | +0.2% |
| 6M | +9.5% | +16.5% | -6.9% | +2.1% |
| YTD | +40.6% | +35.0% | +5.5% | +22.2% |
| 1Y | +43.6% | +49.4% | -5.8% | +19.7% |
| 3Y | +58.1% | +124.1% | -66.0% | +10.1% |
| 5Y | +152.2% | +159.2% | -7.0% | +60.5% |
| 10Y | +172.9% | +553.9% | -381.0% | +16.6% |
| All | +988.3% | +4,168.4% | -3,180.1% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling