+34.1%
XLP vs MAR
+165.1%
-131.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | -4.2% | +3.1% | -0.3% |
| 30D | -0.9% | -6.7% | +5.8% | +0.2% |
| 3M | +3.8% | -12.5% | +16.3% | +6.0% |
| 6M | -1.7% | +0.6% | -2.3% | -2.0% |
| YTD | +10.3% | +9.1% | +1.1% | +8.3% |
| 1Y | +7.8% | +26.2% | -18.4% | +3.1% |
| 3Y | +27.2% | +68.2% | -41.0% | +14.4% |
| All | +34.1% | +165.1% | -131.0% | +10.8% |
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