+5,731.6%
MU vs XLU
+140.5%
+5,591.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.1% | -1.6% | -2.5% | -3.3% |
| 30D | +7.0% | -3.3% | +10.3% | +8.7% |
| 3M | -2.1% | -3.2% | +1.1% | -0.7% |
| 6M | +133.1% | -7.0% | +140.0% | +140.0% |
| YTD | +241.9% | +0.6% | +241.3% | +237.7% |
| 1Y | +548.8% | +2.4% | +546.3% | +535.6% |
| 3Y | +1,308.2% | +46.3% | +1,261.9% | +1,049.0% |
| 5Y | +1,260.7% | +44.0% | +1,216.7% | +1,003.6% |
| All | +5,731.6% | +140.5% | +5,591.2% | +3,913.8% |
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