+938.2%
MU vs XLB
+28.0%
+910.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.3% |
| 7D | +12.8% | +0.5% | +12.3% | +12.2% |
| 30D | -14.9% | +5.2% | -20.0% | -19.9% |
| 3M | -18.0% | +0.3% | -18.4% | -18.7% |
| 6M | -3.1% | +1.2% | -4.3% | -4.8% |
| YTD | +172.9% | +16.6% | +156.2% | +125.4% |
| 1Y | +228.8% | +21.4% | +207.4% | +158.6% |
| 3Y | +950.8% | +43.2% | +907.6% | +606.7% |
| All | +938.2% | +28.0% | +910.2% | +680.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling