+16,095.7%
MA vs XLP
+556.9%
+15,538.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.4% | +0.6% | +0.3% |
| 7D | +10.2% | +5.9% | +4.3% | +3.7% |
| 30D | +19.3% | +13.5% | +5.9% | +4.0% |
| 3M | +18.0% | +8.4% | +9.6% | +7.9% |
| 6M | +33.7% | +11.5% | +22.2% | +18.1% |
| YTD | +18.6% | +20.6% | -2.0% | -5.1% |
| 1Y | +22.5% | +24.3% | -1.8% | -5.2% |
| 3Y | +77.4% | +45.1% | +32.3% | +14.0% |
| 5Y | +106.6% | +44.6% | +62.0% | +32.4% |
| 10Y | +592.2% | +133.1% | +459.1% | +151.0% |
| All | +16,095.7% | +556.9% | +15,538.8% | +1,661.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling