+631.5%
XLU vs MAR
+3,330.2%
-2,698.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -3.3% | -5.4% | +2.1% | -2.3% |
| 3M | -3.2% | -15.5% | +12.3% | -0.1% |
| 6M | -7.0% | +3.0% | -9.9% | -7.8% |
| YTD | +0.6% | +8.5% | -7.9% | -1.5% |
| 1Y | +2.4% | +26.0% | -23.5% | -2.8% |
| 3Y | +46.3% | +68.6% | -22.3% | +29.6% |
| 5Y | +44.0% | +157.4% | -113.4% | +15.0% |
| 10Y | +140.1% | +447.0% | -307.0% | +52.9% |
| All | +631.5% | +3,330.2% | -2,698.8% | +181.6% |
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