+1,816.6%
MRVL vs XLP
+103.9%
+1,712.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.8% | +7.6% |
| 7D | +3.2% | -1.0% | +4.2% | +3.9% |
| 30D | +5.9% | -0.9% | +6.8% | +6.2% |
| 3M | -29.3% | +3.8% | -33.1% | -33.2% |
| 6M | +186.5% | -1.7% | +188.2% | +182.9% |
| YTD | +163.4% | +10.3% | +153.2% | +135.1% |
| 1Y | +249.5% | +7.8% | +241.7% | +215.7% |
| 3Y | +289.4% | +27.2% | +262.2% | +189.4% |
| 5Y | +270.2% | +32.5% | +237.7% | +168.9% |
| All | +1,816.6% | +103.9% | +1,712.7% | +887.8% |
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