+552.8%
XLP vs MAR
+4,168.4%
-3,615.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.1% |
| 3M | +6.5% | +16.0% | -9.5% | +3.6% |
| 6M | +8.4% | +16.5% | -8.1% | +5.2% |
| YTD | +18.2% | +35.0% | -16.8% | +11.3% |
| 1Y | +22.4% | +49.4% | -26.9% | +13.1% |
| 3Y | +41.9% | +124.1% | -82.2% | +20.3% |
| 5Y | +40.9% | +159.2% | -118.3% | +14.4% |
| 10Y | +128.4% | +553.9% | -425.6% | +46.4% |
| All | +552.8% | +4,168.4% | -3,615.6% | +153.1% |
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