+891.0%
XLV vs MAR
+3,272.6%
-2,381.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.4% |
| 7D | -4.4% | -2.1% | -2.3% | -3.9% |
| 30D | -1.4% | -5.7% | +4.3% | +0.1% |
| 3M | +8.9% | -14.6% | +23.5% | +13.1% |
| 6M | +9.1% | +1.3% | +7.7% | +8.3% |
| YTD | +7.9% | +6.7% | +1.2% | +5.4% |
| 1Y | +22.7% | +26.4% | -3.7% | +14.5% |
| 3Y | +31.9% | +64.7% | -32.8% | +13.3% |
| 5Y | +34.9% | +153.1% | -118.2% | +1.0% |
| 10Y | +173.9% | +437.9% | -264.0% | +53.8% |
| All | +891.0% | +3,272.6% | -2,381.6% | +180.2% |
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