+43.2%
XLP vs MAR
+126.2%
-83.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +15.0% |
| 3Y | +43.2% | +122.9% | -79.7% | +24.2% |
| All | +43.2% | +126.2% | -83.0% | +24.2% |
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