+553.1%
MA vs XLP
+126.4%
+426.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.7% |
| 7D | +2.3% | +0.7% | +1.6% | +1.6% |
| 30D | +14.7% | +10.3% | +4.4% | +4.7% |
| 3M | +13.5% | +6.5% | +7.0% | +6.9% |
| 6M | +33.1% | +8.4% | +24.7% | +23.0% |
| YTD | +15.1% | +18.2% | -3.1% | -3.2% |
| 1Y | +18.7% | +22.4% | -3.7% | -3.6% |
| 3Y | +72.1% | +41.9% | +30.2% | +19.4% |
| 5Y | +92.8% | +40.9% | +51.9% | +34.3% |
| All | +553.1% | +126.4% | +426.6% | +208.9% |
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