+265.1%
MU vs XLP
+24.3%
+240.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.4% | -10.4% | -0.2% |
| 7D | -19.1% | +5.9% | -25.0% | -8.4% |
| 30D | -25.2% | +13.5% | -38.7% | -2.1% |
| 3M | -10.9% | +8.4% | -19.3% | +7.4% |
| 6M | +38.0% | +11.5% | +26.4% | +80.2% |
| YTD | +178.8% | +20.6% | +158.2% | +336.1% |
| 1Y | +265.1% | +24.3% | +240.8% | +502.2% |
| All | +265.1% | +24.3% | +240.9% | +502.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling