+13,824.1%
MA vs XLU
+455.0%
+13,369.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.7% | +0.8% | -3.5% | -3.3% |
| 30D | +1.5% | -1.3% | +2.9% | +2.4% |
| 3M | +20.4% | -1.3% | +21.8% | +21.3% |
| 6M | +11.1% | -7.6% | +18.8% | +16.3% |
| YTD | +2.0% | +2.3% | -0.3% | -1.0% |
| 1Y | -2.2% | +5.8% | -7.9% | -7.4% |
| 3Y | +41.9% | +50.5% | -8.6% | +2.7% |
| 5Y | +75.4% | +44.1% | +31.2% | +29.1% |
| 10Y | +527.5% | +138.2% | +389.3% | +208.0% |
| All | +13,824.1% | +455.0% | +13,369.2% | +3,543.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling