+1,117.4%
XLI vs MAR
+3,348.9%
-2,231.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | -4.2% | +3.1% | +0.6% |
| 30D | -5.9% | -6.7% | +0.7% | -3.3% |
| 3M | -0.3% | -12.5% | +12.2% | +4.8% |
| 6M | +0.1% | +0.6% | -0.4% | -0.7% |
| YTD | +13.6% | +9.1% | +4.5% | +8.5% |
| 1Y | +17.2% | +26.2% | -9.0% | +5.1% |
| 3Y | +68.2% | +68.2% | +0.1% | +32.7% |
| 5Y | +80.7% | +163.9% | -83.2% | +15.4% |
| 10Y | +253.3% | +420.6% | -167.3% | +57.4% |
| All | +1,117.4% | +3,348.9% | -2,231.5% | +133.1% |
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