+911.7%
MU vs XLP
+42.9%
+868.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -15.2% | +2.3% | -17.5% | -15.0% |
| 30D | -29.5% | +9.1% | -38.6% | -29.4% |
| 3M | -15.8% | +7.9% | -23.6% | -15.6% |
| 6M | -2.9% | +9.6% | -12.5% | -4.0% |
| YTD | +154.2% | +19.4% | +134.8% | +140.4% |
| 1Y | +186.6% | +22.4% | +164.2% | +166.8% |
| 3Y | +871.5% | +43.2% | +828.3% | +668.6% |
| 5Y | +911.7% | +42.6% | +869.1% | +735.0% |
| All | +911.7% | +42.9% | +868.8% | +735.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling