+79.4%
MRVL vs XLP
+22.7%
+56.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.1% | -2.1% |
| 7D | +11.0% | +2.5% | +8.5% | +16.0% |
| 30D | -36.1% | +7.3% | -43.4% | -25.8% |
| 3M | -29.4% | +8.1% | -37.5% | -16.1% |
| 6M | -11.9% | +10.5% | -22.4% | +12.8% |
| YTD | +84.8% | +21.2% | +63.6% | +155.5% |
| 1Y | +79.4% | +22.7% | +56.7% | +150.9% |
| All | +79.4% | +22.7% | +56.7% | +150.9% |
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 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