+593.1%
MA vs XLP
+139.1%
+454.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | 0.0% |
| 7D | +1.3% | +2.5% | -1.2% | -1.0% |
| 30D | +9.6% | +7.3% | +2.3% | +2.7% |
| 3M | +16.8% | +8.1% | +8.7% | +8.5% |
| 6M | +35.2% | +10.5% | +24.7% | +22.8% |
| YTD | +16.6% | +21.2% | -4.6% | -4.3% |
| 1Y | +19.8% | +22.7% | -2.9% | -2.9% |
| 3Y | +70.7% | +44.8% | +25.9% | +16.2% |
| 5Y | +87.4% | +44.7% | +42.7% | +27.1% |
| All | +593.1% | +139.1% | +454.0% | +206.9% |
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