+66.3%
MA vs XLC
+37.1%
+29.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -3.5% | -1.4% | -2.1% | -2.6% |
| 30D | +0.8% | -0.9% | +1.7% | +1.4% |
| 3M | +14.8% | -0.3% | +15.1% | +14.7% |
| 6M | +10.0% | -5.2% | +15.2% | +13.6% |
| YTD | -0.1% | -5.3% | +5.2% | +3.3% |
| 1Y | -2.2% | -2.8% | +0.6% | -0.8% |
| 3Y | +39.3% | +71.2% | -31.9% | -4.9% |
| 5Y | +66.3% | +37.6% | +28.8% | +40.9% |
| All | +66.3% | +37.1% | +29.2% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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