+20.7%
XLK vs MAR
+62.0%
-41.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | -7.6% | +7.7% | -15.3% | -8.1% |
| 30D | -12.2% | +19.4% | -31.5% | -13.4% |
| 3M | -5.5% | +23.3% | -28.8% | -7.2% |
| 6M | +9.2% | +22.8% | -13.7% | +6.2% |
| YTD | +23.0% | +37.8% | -14.7% | +17.5% |
| 1Y | +20.7% | +57.4% | -36.7% | +13.0% |
| All | +20.7% | +62.0% | -41.3% | +13.0% |
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