+3,070.0%
MU vs XLU
+651.1%
+2,418.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.7% | +11.7% |
| 7D | +2.0% | +0.5% | +1.5% | +1.8% |
| 30D | -18.0% | +5.3% | -23.2% | -21.1% |
| 3M | -6.6% | +1.2% | -7.7% | -7.8% |
| 6M | +2.0% | -1.6% | +3.6% | +2.0% |
| YTD | +184.5% | +4.8% | +179.7% | +170.4% |
| 1Y | +236.9% | +0.5% | +236.4% | +230.2% |
| 3Y | +987.0% | +58.9% | +928.1% | +655.6% |
| 5Y | +1,014.6% | +52.7% | +961.9% | +675.8% |
| 10Y | +4,609.2% | +161.0% | +4,448.2% | +1,922.6% |
| All | +3,070.0% | +651.1% | +2,418.9% | +484.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling