+593.1%
MA vs XLU
+164.3%
+428.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | +1.3% | +2.1% | -0.8% | +0.1% |
| 30D | +9.6% | +5.6% | +4.0% | +6.3% |
| 3M | +16.8% | +0.7% | +16.0% | +16.2% |
| 6M | +35.2% | -0.1% | +35.2% | +34.7% |
| YTD | +16.6% | +5.3% | +11.2% | +11.6% |
| 1Y | +19.8% | +2.2% | +17.6% | +16.8% |
| 3Y | +70.7% | +61.6% | +9.1% | +23.0% |
| 5Y | +87.4% | +53.6% | +33.8% | +37.7% |
| All | +593.1% | +164.3% | +428.8% | +313.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling