+1,293.1%
MRVL vs XLP
+137.2%
+1,155.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.9% | +9.1% |
| 7D | +5.6% | -0.5% | +6.2% | +6.1% |
| 30D | -36.5% | +8.3% | -44.8% | -40.2% |
| 3M | -20.5% | +8.7% | -29.2% | -25.7% |
| 6M | -1.1% | +11.2% | -12.3% | -11.6% |
| YTD | +99.0% | +20.0% | +79.0% | +66.4% |
| 1Y | +89.3% | +21.3% | +67.9% | +56.4% |
| 3Y | +211.6% | +43.8% | +167.8% | +108.7% |
| 5Y | +134.0% | +43.3% | +90.7% | +60.1% |
| 10Y | +1,293.1% | +136.8% | +1,156.4% | +577.7% |
| All | +1,293.1% | +137.2% | +1,155.9% | +577.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling