+1,106.7%
XLY vs MAR
+3,330.2%
-2,223.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | -4.2% | -5.4% | +1.2% | -1.9% |
| 3M | -2.7% | -15.5% | +12.8% | +4.3% |
| 6M | -0.6% | +3.0% | -3.6% | -2.5% |
| YTD | -5.0% | +8.5% | -13.5% | -9.3% |
| 1Y | -4.1% | +26.0% | -30.0% | -14.5% |
| 3Y | +33.6% | +68.6% | -35.0% | +4.2% |
| 5Y | +28.7% | +157.4% | -128.7% | -17.4% |
| 10Y | +219.6% | +447.0% | -227.4% | +32.0% |
| All | +1,106.7% | +3,330.2% | -2,223.5% | +92.8% |
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 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