+1,077.1%
MRVL vs XLP
+126.4%
+950.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.5% |
| 7D | -28.1% | +0.7% | -28.8% | -28.6% |
| 30D | -50.4% | +10.3% | -60.6% | -53.9% |
| 3M | -32.9% | +6.5% | -39.5% | -36.6% |
| 6M | -17.9% | +8.4% | -26.3% | -25.4% |
| YTD | +66.4% | +18.2% | +48.2% | +40.4% |
| 1Y | +51.5% | +22.4% | +29.1% | +23.6% |
| 3Y | +177.9% | +41.9% | +136.0% | +87.5% |
| 5Y | +100.0% | +40.9% | +59.2% | +38.3% |
| All | +1,077.1% | +126.4% | +950.7% | +476.9% |
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