+1,064.4%
MRVL vs XLP
+586.7%
+477.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.6% |
| 7D | -28.1% | +0.7% | -28.8% | -28.8% |
| 30D | -50.4% | +10.3% | -60.6% | -54.5% |
| 3M | -32.9% | +6.5% | -39.5% | -37.3% |
| 6M | -17.9% | +8.4% | -26.3% | -26.4% |
| YTD | +66.4% | +18.2% | +48.2% | +38.7% |
| 1Y | +51.5% | +22.4% | +29.1% | +22.3% |
| 3Y | +177.9% | +41.9% | +136.0% | +91.1% |
| 5Y | +100.0% | +40.9% | +59.2% | +40.7% |
| 10Y | +1,108.1% | +128.4% | +979.8% | +471.9% |
| All | +1,064.4% | +586.7% | +477.7% | +138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling