+66.3%
MA vs XLU
+43.5%
+22.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -3.5% | +0.6% | -4.1% | -3.8% |
| 30D | +0.8% | -0.4% | +1.2% | +0.9% |
| 3M | +14.8% | -1.7% | +16.5% | +15.4% |
| 6M | +10.0% | -7.1% | +17.1% | +13.0% |
| YTD | -0.1% | +1.9% | -2.0% | -2.0% |
| 1Y | -2.2% | +6.1% | -8.3% | -6.2% |
| 3Y | +39.3% | +48.8% | -9.5% | +12.2% |
| 5Y | +66.3% | +43.8% | +22.5% | +35.6% |
| All | +66.3% | +43.5% | +22.9% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling