+1,000.7%
MUU vs XLP
+16.6%
+984.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.3% | +10.5% | +6.5% |
| 7D | -42.8% | +0.7% | -43.5% | -41.3% |
| 30D | -63.6% | +10.3% | -73.9% | -54.3% |
| 3M | -48.5% | +6.5% | -55.1% | -38.3% |
| 6M | -36.9% | +8.4% | -45.3% | -18.0% |
| YTD | +176.7% | +18.2% | +158.5% | +267.8% |
| 1Y | +266.3% | +22.4% | +243.8% | +385.0% |
| All | +1,000.7% | +16.6% | +984.1% | +1,355.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling