+4,277.4%
MU vs XLP
+129.0%
+4,148.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -15.2% | +2.3% | -17.5% | -16.4% |
| 30D | -29.5% | +9.1% | -38.6% | -33.7% |
| 3M | -15.8% | +7.9% | -23.6% | -20.6% |
| 6M | -2.9% | +9.6% | -12.5% | -11.9% |
| YTD | +154.2% | +19.4% | +134.8% | +113.0% |
| 1Y | +186.6% | +22.4% | +164.2% | +134.2% |
| 3Y | +871.5% | +43.2% | +828.3% | +555.8% |
| 5Y | +911.7% | +42.6% | +869.1% | +582.5% |
| 10Y | +4,277.4% | +135.4% | +4,141.9% | +1,763.9% |
| All | +4,277.4% | +129.0% | +4,148.3% | +1,763.9% |
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