+68.6%
MA vs XLY
+28.1%
+40.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | -1.7% | -1.7% | 0.0% | -0.8% |
| 30D | +1.7% | -4.2% | +5.9% | +4.1% |
| 3M | +17.2% | -2.7% | +19.9% | +18.6% |
| 6M | +13.3% | -0.6% | +14.0% | +12.9% |
| YTD | +0.2% | -5.0% | +5.2% | +2.4% |
| 1Y | -2.7% | -4.1% | +1.4% | -1.4% |
| 3Y | +39.1% | +33.6% | +5.5% | +13.2% |
| All | +68.6% | +28.1% | +40.4% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling