+855.4%
MU vs XLB
+39.6%
+815.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +6.0% |
| 7D | -22.0% | -1.5% | -20.5% | -20.5% |
| 30D | -36.6% | +6.1% | -42.6% | -41.5% |
| 3M | -21.7% | 0.0% | -21.7% | -22.3% |
| 6M | +3.5% | 0.0% | +3.6% | +3.2% |
| YTD | +141.9% | +16.0% | +125.9% | +94.2% |
| 1Y | +189.8% | +24.7% | +165.1% | +109.2% |
| 3Y | +855.4% | +40.4% | +815.0% | +575.4% |
| All | +855.4% | +39.6% | +815.7% | +575.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling