+21.3%
XLP vs MAR
+48.9%
-27.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -0.5% | +1.0% | -1.5% | -0.7% |
| 30D | +8.3% | +16.2% | -7.9% | +5.9% |
| 3M | +8.7% | +23.1% | -14.4% | +5.4% |
| 6M | +11.2% | +22.0% | -10.8% | +8.1% |
| YTD | +20.0% | +39.2% | -19.2% | +14.3% |
| 1Y | +21.3% | +48.3% | -26.9% | +14.0% |
| All | +21.3% | +48.9% | -27.6% | +14.0% |
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