+847.8%
MU vs XLP
+40.8%
+807.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.0% |
| 7D | -22.0% | +0.7% | -22.7% | -21.9% |
| 30D | -36.6% | +10.3% | -46.8% | -36.6% |
| 3M | -21.7% | +6.5% | -28.2% | -21.6% |
| 6M | +3.5% | +8.4% | -4.8% | +2.4% |
| YTD | +141.9% | +18.2% | +123.7% | +128.7% |
| 1Y | +189.8% | +22.4% | +167.4% | +168.0% |
| 3Y | +855.4% | +41.9% | +813.5% | +654.7% |
| All | +847.8% | +40.8% | +807.0% | +680.9% |
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 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