+66.1%
MRVL vs XLP
+22.1%
+44.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.9% | +8.6% | +11.1% |
| 7D | -9.8% | +0.1% | -9.9% | -9.6% |
| 30D | -43.8% | +8.9% | -52.8% | -33.1% |
| 3M | -29.3% | +7.5% | -36.8% | -17.0% |
| 6M | -9.1% | +9.4% | -18.5% | +13.1% |
| YTD | +82.2% | +19.3% | +63.0% | +147.8% |
| All | +66.1% | +22.1% | +44.0% | +130.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling