+43.7%
XLP vs MAR
+123.2%
-79.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | +3.5% | +4.4% | -0.9% | +2.8% |
| 30D | +11.6% | +15.5% | -3.9% | +9.2% |
| 3M | +7.6% | +15.7% | -8.1% | +5.3% |
| 6M | +10.0% | +18.2% | -8.1% | +7.2% |
| YTD | +19.7% | +35.3% | -15.6% | +14.2% |
| 1Y | +23.5% | +48.6% | -25.2% | +16.0% |
| All | +43.7% | +123.2% | -79.4% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling