+1,477.5%
XLK vs MAR
+3,297.7%
-1,820.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | +0.8% | -4.7% | +5.5% | +2.6% |
| 3M | +4.1% | -15.6% | +19.7% | +10.6% |
| 6M | +34.8% | +1.2% | +33.5% | +32.9% |
| YTD | +30.8% | +7.5% | +23.3% | +25.5% |
| 1Y | +42.4% | +26.6% | +15.7% | +27.2% |
| 3Y | +121.8% | +66.0% | +55.9% | +77.1% |
| 5Y | +146.6% | +154.1% | -7.5% | +64.3% |
| 10Y | +804.3% | +441.9% | +362.4% | +305.1% |
| All | +1,477.5% | +3,297.7% | -1,820.2% | +190.8% |
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 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