+24.3%
XLP vs MAR
+62.0%
-37.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.3% | +3.0% |
| 7D | +5.9% | +7.7% | -1.9% | +4.7% |
| 30D | +13.5% | +19.4% | -5.9% | +10.5% |
| 3M | +8.4% | +23.3% | -14.9% | +5.1% |
| 6M | +11.5% | +22.8% | -11.3% | +8.3% |
| YTD | +20.6% | +37.8% | -17.1% | +15.0% |
| 1Y | +24.3% | +57.4% | -33.1% | +15.0% |
| All | +24.3% | +62.0% | -37.7% | +15.0% |
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