+4,407.5%
MU vs XLU
+164.3%
+4,243.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | +12.8% | +2.1% | +10.7% | +11.7% |
| 30D | -14.9% | +5.6% | -20.4% | -17.2% |
| 3M | -18.0% | +0.7% | -18.8% | -18.6% |
| 6M | -3.1% | -0.1% | -3.1% | -3.7% |
| YTD | +172.9% | +5.3% | +167.6% | +163.0% |
| 1Y | +228.8% | +2.2% | +226.7% | +222.1% |
| 3Y | +950.8% | +61.6% | +889.2% | +714.9% |
| 5Y | +931.3% | +53.6% | +877.7% | +708.7% |
| All | +4,407.5% | +164.3% | +4,243.2% | +3,031.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling