+265.1%
MU vs XLB
+29.8%
+235.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.5% | -9.5% | -9.0% |
| 7D | -19.1% | +3.9% | -23.1% | -22.2% |
| 30D | -25.2% | +8.9% | -34.1% | -31.6% |
| 3M | -10.9% | +4.1% | -15.0% | -14.8% |
| 6M | +38.0% | +7.3% | +30.7% | +29.0% |
| YTD | +178.8% | +20.4% | +158.5% | +126.6% |
| 1Y | +265.1% | +29.5% | +235.6% | +167.1% |
| All | +265.1% | +29.8% | +235.3% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling