+253.9%
XLI vs MAR
+450.9%
-197.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.4% |
| 7D | -1.7% | -0.5% | -1.1% | -1.5% |
| 30D | -7.3% | -5.4% | -1.9% | -5.3% |
| 3M | -1.3% | -15.5% | +14.2% | +4.9% |
| 6M | +2.2% | +3.0% | -0.7% | +0.4% |
| YTD | +11.7% | +8.5% | +3.2% | +7.1% |
| 1Y | +14.3% | +26.0% | -11.7% | +2.8% |
| 3Y | +70.3% | +68.6% | +1.7% | +35.1% |
| 5Y | +82.3% | +157.4% | -75.1% | +19.4% |
| All | +253.9% | +450.9% | -197.0% | +75.8% |
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