+1,272.2%
MUU vs XLP
+19.5%
+1,252.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.7% | -2.3% |
| 7D | +24.7% | +2.5% | +22.2% | +30.9% |
| 30D | -35.1% | +7.3% | -42.5% | -23.0% |
| 3M | -44.3% | +8.1% | -52.4% | -30.9% |
| 6M | -44.4% | +10.5% | -54.9% | -24.3% |
| YTD | +244.9% | +21.2% | +223.7% | +381.4% |
| 1Y | +365.6% | +22.7% | +342.9% | +549.5% |
| All | +1,272.2% | +19.5% | +1,252.7% | +1,805.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling