+14.3%
XLI vs MAR
+28.2%
-13.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | -1.7% | -0.5% | -1.1% | -1.5% |
| 30D | -7.3% | -5.4% | -1.9% | -6.1% |
| 3M | -1.3% | -15.5% | +14.2% | +2.8% |
| 6M | +2.2% | +3.0% | -0.7% | +0.6% |
| YTD | +11.7% | +8.5% | +3.2% | +8.3% |
| 1Y | +14.3% | +26.0% | -11.7% | +7.8% |
| All | +14.3% | +28.2% | -13.9% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling