+640.8%
MU vs XLB
+15.5%
+625.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -0.6% |
| 7D | +7.2% | -0.2% | +7.4% | +7.4% |
| 30D | +14.0% | -1.7% | +15.7% | +15.9% |
| 3M | +5.4% | +4.4% | +1.0% | -0.3% |
| 6M | +170.3% | +5.0% | +165.3% | +158.6% |
| YTD | +250.7% | +15.5% | +235.2% | +198.4% |
| All | +640.8% | +15.5% | +625.3% | +521.2% |
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