+42.0%
XLP vs MAR
+155.0%
-113.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +0.7% | +4.3% | -3.6% | 0.0% |
| 30D | +10.3% | +16.8% | -6.6% | +7.4% |
| 3M | +6.5% | +16.0% | -9.5% | +3.9% |
| 6M | +8.4% | +16.5% | -8.1% | +5.5% |
| YTD | +18.2% | +35.0% | -16.8% | +11.9% |
| 1Y | +22.4% | +49.4% | -26.9% | +13.8% |
| 3Y | +41.9% | +124.1% | -82.2% | +21.1% |
| All | +42.0% | +155.0% | -113.0% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling