+9.4%
XLE vs MUZ
-39.6%
+48.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.8% | +13.3% | +0.6% |
| 7D | -7.9% | +14.0% | -21.9% | -8.1% |
| 30D | -4.8% | +57.6% | -62.4% | -5.9% |
| 3M | +8.4% | -3.1% | +11.4% | +8.0% |
| All | +9.4% | -39.6% | +48.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 6mo: compounded portfolio wealth divided by compounded MUZ 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…
6mo analysis · Full analysis span regression · Available span rolling