+135.4%
XLP vs MAR
+528.1%
-392.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.2% |
| 7D | +2.3% | +2.9% | -0.5% | +1.9% |
| 30D | +9.1% | +17.0% | -7.9% | +6.6% |
| 3M | +7.9% | +23.2% | -15.3% | +4.6% |
| 6M | +9.6% | +21.7% | -12.1% | +6.4% |
| YTD | +19.4% | +38.9% | -19.4% | +13.5% |
| 1Y | +22.4% | +48.7% | -26.3% | +15.1% |
| 3Y | +43.2% | +122.9% | -79.7% | +26.0% |
| 5Y | +42.6% | +177.5% | -134.9% | +20.2% |
| 10Y | +135.4% | +537.5% | -402.1% | +82.9% |
| All | +135.4% | +528.1% | -392.7% | +82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling