+1,263.7%
MU vs XLU
+42.5%
+1,221.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.5% |
| 7D | +2.0% | -1.2% | +3.2% | +2.5% |
| 30D | +12.5% | -2.5% | +15.1% | +13.6% |
| 3M | +9.6% | -2.7% | +12.4% | +10.7% |
| 6M | +142.6% | -7.5% | +150.1% | +149.4% |
| YTD | +242.7% | +0.9% | +241.7% | +238.1% |
| 1Y | +599.3% | +3.3% | +596.0% | +584.1% |
| 3Y | +1,308.3% | +47.3% | +1,261.0% | +1,110.9% |
| 5Y | +1,263.7% | +44.4% | +1,219.3% | +1,087.1% |
| All | +1,263.7% | +42.5% | +1,221.2% | +1,087.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling