+3,971.9%
MU vs XLP
+126.4%
+3,845.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.9% |
| 7D | -22.0% | +0.7% | -22.7% | -22.5% |
| 30D | -36.6% | +10.3% | -46.8% | -40.8% |
| 3M | -21.7% | +6.5% | -28.2% | -25.7% |
| 6M | +3.5% | +8.4% | -4.8% | -5.5% |
| YTD | +141.9% | +18.2% | +123.7% | +103.9% |
| 1Y | +189.8% | +22.4% | +167.4% | +135.8% |
| 3Y | +855.4% | +41.9% | +813.5% | +548.2% |
| 5Y | +869.2% | +40.9% | +828.3% | +559.0% |
| All | +3,971.9% | +126.4% | +3,845.5% | +1,695.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling