+4,271.9%
MU vs XLB
+173.6%
+4,098.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.3% | +4.1% |
| 7D | -12.0% | -1.4% | -10.7% | -10.5% |
| 30D | -28.7% | +7.1% | -35.8% | -34.3% |
| 3M | -16.4% | +0.6% | -17.1% | -17.5% |
| 6M | -1.8% | +3.5% | -5.3% | -5.8% |
| YTD | +157.1% | +18.2% | +138.8% | +111.1% |
| 1Y | +208.5% | +25.6% | +182.9% | +136.2% |
| 3Y | +906.2% | +46.7% | +859.5% | +565.9% |
| 5Y | +893.4% | +30.9% | +862.5% | +648.2% |
| 10Y | +4,271.9% | +167.7% | +4,104.1% | +1,515.4% |
| All | +4,271.9% | +173.6% | +4,098.3% | +1,515.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling