+521.8%
MA vs XLP
+101.8%
+420.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.4% |
| 7D | -2.7% | -1.0% | -1.7% | -1.8% |
| 30D | +1.5% | -0.9% | +2.4% | +2.4% |
| 3M | +20.4% | +3.8% | +16.6% | +16.1% |
| 6M | +11.1% | -1.7% | +12.9% | +12.4% |
| YTD | +2.0% | +10.3% | -8.3% | -8.4% |
| 1Y | -2.2% | +7.8% | -9.9% | -10.2% |
| 3Y | +41.9% | +27.2% | +14.7% | +9.5% |
| 5Y | +75.4% | +32.5% | +42.8% | +29.4% |
| All | +521.8% | +101.8% | +420.1% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling