+93.7%
MA vs XLP
+43.0%
+50.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.9% |
| 7D | +3.2% | +3.5% | -0.3% | +0.6% |
| 30D | +15.9% | +11.6% | +4.4% | +6.6% |
| 3M | +15.2% | +7.6% | +7.5% | +8.8% |
| 6M | +32.4% | +10.0% | +22.4% | +22.7% |
| YTD | +15.6% | +19.7% | -4.1% | -1.2% |
| 1Y | +19.3% | +23.5% | -4.2% | -0.9% |
| 3Y | +73.0% | +44.0% | +29.0% | +23.8% |
| 5Y | +93.7% | +42.7% | +51.1% | +39.1% |
| All | +93.7% | +43.0% | +50.8% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling