+4,277.4%
MU vs XLB
+166.1%
+4,111.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | -15.2% | +0.5% | -15.7% | -15.4% |
| 30D | -29.5% | +6.9% | -36.4% | -34.8% |
| 3M | -15.8% | -0.2% | -15.6% | -16.1% |
| 6M | -2.9% | +3.3% | -6.2% | -6.7% |
| YTD | +154.2% | +18.0% | +136.2% | +109.1% |
| 1Y | +186.6% | +24.2% | +162.4% | +122.1% |
| 3Y | +871.5% | +44.7% | +826.8% | +552.3% |
| 5Y | +911.7% | +31.6% | +880.1% | +657.3% |
| 10Y | +4,277.4% | +164.2% | +4,113.1% | +1,486.3% |
| All | +4,277.4% | +166.1% | +4,111.3% | +1,486.3% |
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