+3,871.5%
MU vs XLU
+633.0%
+3,238.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.0% |
| 7D | +9.0% | +0.8% | +8.2% | +8.3% |
| 30D | +13.8% | -1.3% | +15.1% | +14.8% |
| 3M | +2.1% | -1.3% | +3.4% | +2.5% |
| 6M | +153.8% | -7.6% | +161.4% | +165.9% |
| YTD | +256.4% | +2.3% | +254.1% | +246.1% |
| 1Y | +719.8% | +5.8% | +714.0% | +678.1% |
| 3Y | +1,360.4% | +50.5% | +1,309.8% | +956.9% |
| 5Y | +1,312.4% | +44.1% | +1,268.3% | +927.8% |
| 10Y | +6,142.6% | +138.2% | +6,004.4% | +2,791.8% |
| All | +3,871.5% | +633.0% | +3,238.5% | +648.8% |
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