+2,620.0%
MUU vs XLP
+8.7%
+2,611.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.8% | +12.4% | +10.2% |
| 7D | +17.4% | -1.0% | +18.4% | +15.5% |
| 30D | +24.0% | -0.9% | +24.8% | +23.2% |
| 3M | -23.9% | +3.8% | -27.7% | -16.7% |
| 6M | +284.4% | -1.7% | +286.2% | +312.8% |
| YTD | +583.7% | +10.3% | +573.5% | +657.5% |
| 1Y | +2,981.5% | +7.8% | +2,973.7% | +3,363.8% |
| All | +2,620.0% | +8.7% | +2,611.3% | +2,898.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling