+1,631.2%
MU vs XLC
+142.6%
+1,488.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.1% |
| 7D | +7.2% | +0.6% | +6.6% | +6.4% |
| 30D | +14.0% | +0.2% | +13.7% | +13.2% |
| 3M | +5.4% | +0.6% | +4.7% | +1.6% |
| 6M | +170.3% | -4.5% | +174.8% | +176.8% |
| YTD | +250.7% | -4.7% | +255.4% | +258.6% |
| 1Y | +662.1% | -1.7% | +663.8% | +652.0% |
| 3Y | +1,341.2% | +72.3% | +1,268.9% | +652.0% |
| 5Y | +1,319.3% | +37.8% | +1,281.6% | +881.2% |
| All | +1,631.2% | +142.6% | +1,488.6% | +452.7% |
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