+69.9%
XLI vs MAR
+181.1%
-111.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +3.8% | +1.6% | +2.1% | +3.1% |
| 30D | +1.0% | +13.8% | -12.8% | -4.0% |
| 3M | -8.9% | +20.3% | -29.2% | -15.4% |
| 6M | -2.3% | +21.3% | -23.6% | -10.1% |
| YTD | +9.7% | +37.2% | -27.5% | -4.4% |
| 1Y | +12.3% | +48.4% | -36.1% | -5.4% |
| 3Y | +71.5% | +120.1% | -48.7% | +21.1% |
| All | +69.9% | +181.1% | -111.2% | +6.3% |
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