+1,247.3%
MU vs XLC
+137.2%
+1,110.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.7% |
| 7D | +12.8% | +3.7% | +9.1% | +8.5% |
| 30D | -14.9% | -1.9% | -12.9% | -13.1% |
| 3M | -18.0% | -3.1% | -14.9% | -16.1% |
| 6M | -3.1% | -6.4% | +3.2% | +0.6% |
| YTD | +172.9% | -6.8% | +179.7% | +183.8% |
| 1Y | +228.8% | -1.7% | +230.5% | +221.5% |
| 3Y | +950.8% | +64.7% | +886.2% | +474.4% |
| 5Y | +931.3% | +41.1% | +890.2% | +584.6% |
| All | +1,247.3% | +137.2% | +1,110.1% | +337.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling