+43.8%
XLP vs MAR
+155.5%
-111.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | +3.5% | +4.4% | -0.9% | +2.7% |
| 30D | +11.6% | +15.5% | -3.9% | +8.9% |
| 3M | +7.6% | +15.7% | -8.1% | +5.0% |
| 6M | +10.0% | +18.2% | -8.1% | +6.8% |
| YTD | +19.7% | +35.3% | -15.6% | +13.3% |
| 1Y | +23.5% | +48.6% | -25.2% | +14.9% |
| 3Y | +44.0% | +124.3% | -80.4% | +22.9% |
| All | +43.8% | +155.5% | -111.7% | +19.0% |
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 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