+1,315.7%
MU vs XLP
+32.7%
+1,282.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.2% |
| 7D | +9.0% | -1.0% | +10.0% | +9.0% |
| 30D | +13.8% | -0.9% | +14.7% | +13.8% |
| 3M | +2.1% | +3.8% | -1.7% | 0.0% |
| 6M | +153.8% | -1.7% | +155.5% | +153.6% |
| YTD | +256.4% | +10.3% | +246.1% | +236.3% |
| 1Y | +719.8% | +7.8% | +712.0% | +680.8% |
| 3Y | +1,360.4% | +27.2% | +1,333.2% | +1,097.9% |
| All | +1,315.7% | +32.7% | +1,282.9% | +1,055.9% |
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