+176.7%
MU vs XLP
+23.5%
+153.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.8% | -16.7% | -18.9% |
| 7D | -29.7% | +3.5% | -33.2% | -24.3% |
| 30D | -37.2% | +11.6% | -48.8% | -20.7% |
| 3M | -26.5% | +7.6% | -34.1% | -12.9% |
| 6M | +2.6% | +10.0% | -7.5% | +31.0% |
| YTD | +130.1% | +19.7% | +110.4% | +250.9% |
| 1Y | +176.7% | +23.5% | +153.2% | +338.3% |
| All | +176.7% | +23.5% | +153.2% | +338.3% |
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