+148.7%
XLK vs MAR
+154.9%
-6.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.5% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | -0.6% | -5.4% | +4.8% | +1.8% |
| 3M | +2.6% | -15.5% | +18.1% | +10.1% |
| 6M | +34.0% | +3.0% | +31.0% | +30.1% |
| YTD | +30.7% | +8.5% | +22.1% | +22.9% |
| 1Y | +39.2% | +26.0% | +13.2% | +20.3% |
| 3Y | +120.4% | +68.6% | +51.8% | +61.1% |
| All | +148.7% | +154.9% | -6.2% | +49.0% |
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 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