+3,871.5%
MU vs XLB
+822.6%
+3,048.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.4% |
| 7D | +9.0% | -1.4% | +10.4% | +10.5% |
| 30D | +13.8% | -0.4% | +14.2% | +14.0% |
| 3M | +2.1% | +2.0% | +0.1% | 0.0% |
| 6M | +153.8% | +1.8% | +152.0% | +150.0% |
| YTD | +256.4% | +16.6% | +239.8% | +206.5% |
| 1Y | +719.8% | +16.9% | +702.8% | +603.3% |
| 3Y | +1,360.4% | +32.6% | +1,327.8% | +1,034.2% |
| 5Y | +1,312.4% | +35.6% | +1,276.8% | +982.5% |
| 10Y | +6,142.6% | +160.0% | +5,982.5% | +2,537.1% |
| All | +3,871.5% | +822.6% | +3,048.9% | +643.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling