+561.3%
XLP vs MAR
+4,176.7%
-3,615.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| 3M | +7.6% | +15.7% | -8.1% | +4.7% |
| 6M | +10.0% | +18.2% | -8.1% | +6.5% |
| YTD | +19.7% | +35.3% | -15.6% | +12.7% |
| 1Y | +23.5% | +48.6% | -25.2% | +14.1% |
| 3Y | +44.0% | +124.3% | -80.4% | +22.0% |
| 5Y | +42.7% | +159.7% | -117.0% | +15.9% |
| 10Y | +131.3% | +555.2% | -423.9% | +48.2% |
| All | +561.3% | +4,176.7% | -3,615.4% | +156.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling