+96.9%
MRVL vs XLP
+40.8%
+56.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.9% |
| 7D | -28.1% | +0.7% | -28.8% | -28.2% |
| 30D | -50.4% | +10.3% | -60.6% | -51.7% |
| 3M | -32.9% | +6.5% | -39.5% | -34.2% |
| 6M | -17.9% | +8.4% | -26.3% | -21.4% |
| YTD | +66.4% | +18.2% | +48.2% | +49.4% |
| 1Y | +51.5% | +22.4% | +29.1% | +32.0% |
| 3Y | +177.9% | +41.9% | +136.0% | +88.3% |
| All | +96.9% | +40.8% | +56.1% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling