+554.8%
MA vs XLP
+130.4%
+424.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +11.3% | +8.9% | +2.4% | +2.8% |
| 3M | +16.7% | +7.5% | +9.2% | +9.0% |
| 6M | +32.8% | +9.4% | +23.3% | +21.6% |
| YTD | +15.6% | +19.3% | -3.6% | -3.6% |
| 1Y | +19.6% | +21.7% | -2.2% | -2.3% |
| 3Y | +72.1% | +44.0% | +28.1% | +17.7% |
| 5Y | +96.0% | +42.8% | +53.3% | +34.7% |
| 10Y | +554.8% | +128.8% | +426.0% | +204.0% |
| All | +554.8% | +130.4% | +424.4% | +204.0% |
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