+134.1%
MRVL vs XLP
+43.1%
+90.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.9% | +9.3% |
| 7D | +5.6% | -0.5% | +6.2% | +5.7% |
| 30D | -36.5% | +8.3% | -44.8% | -37.7% |
| 3M | -20.5% | +8.7% | -29.2% | -22.2% |
| 6M | -1.1% | +11.2% | -12.3% | -6.3% |
| YTD | +99.0% | +20.0% | +79.0% | +78.2% |
| 1Y | +89.3% | +21.3% | +67.9% | +67.7% |
| 3Y | +211.6% | +43.8% | +167.8% | +111.0% |
| 5Y | +134.1% | +43.3% | +90.7% | +58.9% |
| All | +134.1% | +43.1% | +90.9% | +58.9% |
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 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