+508.9%
XLP vs MAR
+3,348.9%
-2,839.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +3.8% | -12.5% | +16.3% | +6.2% |
| 6M | -1.7% | +0.6% | -2.3% | -2.1% |
| YTD | +10.3% | +9.1% | +1.1% | +8.0% |
| 1Y | +7.8% | +26.2% | -18.4% | +2.6% |
| 3Y | +27.2% | +68.2% | -41.0% | +13.7% |
| 5Y | +32.5% | +163.9% | -131.4% | +7.1% |
| 10Y | +101.8% | +420.6% | -318.8% | +34.9% |
| All | +508.9% | +3,348.9% | -2,839.9% | +145.6% |
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