+13,542.6%
MA vs XLY
+769.5%
+12,773.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.6% |
| 7D | -3.5% | -2.1% | -1.4% | -1.8% |
| 30D | +0.8% | -6.0% | +6.8% | +6.2% |
| 3M | +14.8% | -2.7% | +17.5% | +16.8% |
| 6M | +10.0% | -1.5% | +11.5% | +10.0% |
| YTD | -0.1% | -5.4% | +5.3% | +3.4% |
| 1Y | -2.2% | -3.8% | +1.6% | -0.8% |
| 3Y | +39.3% | +36.6% | +2.7% | -1.0% |
| 5Y | +66.3% | +27.4% | +39.0% | +20.9% |
| 10Y | +513.2% | +218.2% | +295.0% | +86.8% |
| All | +13,542.6% | +769.5% | +12,773.1% | +1,734.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling