+7.8%
XLP vs MAR
+27.3%
-19.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | -4.2% | +3.1% | -0.5% |
| 30D | -0.9% | -6.7% | +5.8% | 0.0% |
| 3M | +3.8% | -12.5% | +16.3% | +5.6% |
| 6M | -1.7% | +0.6% | -2.3% | -1.6% |
| YTD | +10.3% | +9.1% | +1.1% | +9.0% |
| 1Y | +7.8% | +26.2% | -18.4% | +4.5% |
| All | +7.8% | +27.3% | -19.5% | +4.5% |
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