+153.8%
MU vs XLB
+1.1%
+152.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.5% |
| 7D | +9.0% | -1.4% | +10.4% | +10.8% |
| 30D | +13.8% | -0.4% | +14.2% | +14.0% |
| 3M | +2.1% | +2.0% | +0.1% | -0.2% |
| 6M | +153.8% | +1.8% | +152.0% | +145.7% |
| All | +153.8% | +1.1% | +152.8% | +145.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling