+719.8%
MU vs XLP
+7.6%
+712.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +4.6% |
| 7D | +9.0% | -1.0% | +10.0% | +7.0% |
| 30D | +13.8% | -0.9% | +14.7% | +12.5% |
| 3M | +2.1% | +3.8% | -1.7% | +11.0% |
| 6M | +153.8% | -1.7% | +155.5% | +160.5% |
| YTD | +256.4% | +10.3% | +246.1% | +339.0% |
| 1Y | +719.8% | +7.8% | +712.0% | +965.8% |
| All | +719.8% | +7.6% | +712.1% | +965.8% |
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