+28.4%
XLY vs MAR
+154.9%
-126.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | 0.0% |
| 7D | -1.7% | -0.5% | -1.2% | -1.4% |
| 30D | -4.2% | -5.4% | +1.2% | -1.3% |
| 3M | -2.7% | -15.5% | +12.8% | +6.1% |
| 6M | -0.6% | +3.0% | -3.6% | -3.3% |
| YTD | -5.0% | +8.5% | -13.5% | -10.8% |
| 1Y | -4.1% | +26.0% | -30.0% | -17.8% |
| 3Y | +33.6% | +68.6% | -35.0% | -4.7% |
| All | +28.4% | +154.9% | -126.5% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling