+584.1%
MA vs XLP
+135.7%
+448.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.3% |
| 30D | +7.9% | +8.2% | -0.3% | +0.3% |
| 3M | +16.8% | +7.7% | +9.0% | +8.8% |
| 6M | +31.0% | +9.3% | +21.7% | +20.1% |
| YTD | +15.0% | +19.5% | -4.4% | -4.3% |
| 1Y | +17.0% | +21.0% | -4.0% | -3.8% |
| 3Y | +68.5% | +43.2% | +25.2% | +15.8% |
| 5Y | +85.0% | +42.7% | +42.3% | +27.1% |
| All | +584.1% | +135.7% | +448.4% | +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