+1,348.1%
MUU vs XLP
+17.8%
+1,330.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -4.2% |
| 7D | +43.7% | -0.2% | +43.9% | +42.7% |
| 30D | -37.2% | +8.2% | -45.4% | -24.4% |
| 3M | -36.1% | +7.7% | -43.8% | -21.9% |
| 6M | -35.7% | +9.3% | -45.0% | -15.0% |
| YTD | +264.0% | +19.5% | +244.5% | +392.9% |
| 1Y | +359.1% | +21.0% | +338.1% | +521.3% |
| All | +1,348.1% | +17.8% | +1,330.3% | +1,850.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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