+4,598.6%
MU vs XLP
+136.8%
+4,461.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.5% | +11.4% | +11.6% |
| 7D | +2.0% | -0.5% | +2.6% | +2.4% |
| 30D | -18.0% | +8.3% | -26.3% | -22.4% |
| 3M | -6.6% | +8.7% | -15.3% | -12.3% |
| 6M | +2.0% | +11.2% | -9.1% | -8.4% |
| YTD | +184.5% | +20.0% | +164.5% | +137.8% |
| 1Y | +236.9% | +21.3% | +215.5% | +177.9% |
| 3Y | +987.0% | +43.8% | +943.1% | +631.9% |
| 5Y | +1,014.6% | +43.3% | +971.3% | +649.5% |
| All | +4,598.6% | +136.8% | +4,461.8% | +1,881.2% |
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 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