+503.0%
MA vs XLY
+220.9%
+282.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | 0.0% |
| 7D | -1.7% | -1.7% | 0.0% | -0.4% |
| 30D | +1.7% | -4.2% | +5.9% | +5.1% |
| 3M | +17.2% | -2.7% | +19.9% | +19.1% |
| 6M | +13.3% | -0.6% | +14.0% | +12.6% |
| YTD | +0.2% | -5.0% | +5.2% | +3.1% |
| 1Y | -2.7% | -4.1% | +1.4% | -1.1% |
| 3Y | +39.1% | +33.6% | +5.5% | +3.2% |
| 5Y | +68.8% | +28.7% | +40.1% | +25.1% |
| All | +503.0% | +220.9% | +282.1% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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