+65.0%
XLF vs MAR
+151.1%
-86.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -2.9% | -2.1% | -0.8% | -2.1% |
| 30D | -1.6% | -5.7% | +4.0% | +0.7% |
| 3M | +9.3% | -14.6% | +23.9% | +16.0% |
| 6M | +14.6% | +1.3% | +13.2% | +12.8% |
| YTD | +4.7% | +6.7% | -2.0% | +0.5% |
| 1Y | +8.6% | +26.4% | -17.8% | -3.4% |
| 3Y | +73.9% | +64.7% | +9.1% | +35.9% |
| 5Y | +65.0% | +153.1% | -88.0% | +3.9% |
| All | +65.0% | +151.1% | -86.0% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling