+2,396.1%
MUU vs XLY
+15.7%
+2,380.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -3.2% |
| 7D | -8.2% | -1.7% | -6.5% | -4.6% |
| 30D | +10.2% | -4.2% | +14.3% | +19.9% |
| 3M | -26.5% | -2.7% | -23.8% | -26.8% |
| 6M | +227.2% | -0.6% | +227.9% | +219.4% |
| YTD | +527.4% | -5.0% | +532.4% | +595.4% |
| 1Y | +1,843.7% | -4.1% | +1,847.8% | +2,049.1% |
| All | +2,396.1% | +15.7% | +2,380.3% | +1,657.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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