+1,224.2%
MRVL vs XLP
+129.0%
+1,095.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -10.2% | +2.3% | -12.6% | -11.5% |
| 30D | -43.9% | +9.1% | -53.0% | -47.4% |
| 3M | -26.0% | +7.9% | -33.8% | -30.5% |
| 6M | -9.2% | +9.6% | -18.8% | -18.0% |
| YTD | +82.0% | +19.4% | +62.5% | +52.6% |
| 1Y | +65.9% | +22.4% | +43.5% | +35.8% |
| 3Y | +185.0% | +43.2% | +141.9% | +91.4% |
| 5Y | +121.5% | +42.6% | +78.9% | +52.0% |
| 10Y | +1,224.2% | +135.4% | +1,088.7% | +549.3% |
| All | +1,224.2% | +129.0% | +1,095.1% | +549.3% |
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