+2,464.7%
MU vs XLP
+577.3%
+1,887.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.8% | -16.7% | -16.9% |
| 7D | -29.7% | +3.5% | -33.2% | -31.9% |
| 30D | -37.2% | +11.6% | -48.8% | -43.2% |
| 3M | -26.5% | +7.6% | -34.1% | -32.0% |
| 6M | +2.6% | +10.0% | -7.5% | -9.6% |
| YTD | +130.1% | +19.7% | +110.4% | +87.0% |
| 1Y | +176.7% | +23.5% | +153.2% | +117.7% |
| 3Y | +813.1% | +44.0% | +769.1% | +505.6% |
| 5Y | +822.0% | +42.7% | +779.3% | +515.1% |
| 10Y | +3,936.2% | +131.3% | +3,804.8% | +1,645.4% |
| All | +2,464.7% | +577.3% | +1,887.4% | +441.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling