+4,407.5%
MU vs XLP
+139.1%
+4,268.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.3% |
| 7D | +12.8% | +2.5% | +10.3% | +11.2% |
| 30D | -14.9% | +7.3% | -22.2% | -18.9% |
| 3M | -18.0% | +8.1% | -26.1% | -22.8% |
| 6M | -3.1% | +10.5% | -13.6% | -12.3% |
| YTD | +172.9% | +21.2% | +151.7% | +126.7% |
| 1Y | +228.8% | +22.7% | +206.1% | +169.4% |
| 3Y | +950.8% | +44.8% | +906.0% | +605.8% |
| 5Y | +931.3% | +44.7% | +886.5% | +589.3% |
| All | +4,407.5% | +139.1% | +4,268.4% | +1,789.4% |
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