+1,155.2%
MU vs XLC
+135.2%
+1,020.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.5% |
| 7D | -15.2% | +6.2% | -21.4% | -20.8% |
| 30D | -29.5% | -2.4% | -27.1% | -27.7% |
| 3M | -15.8% | -3.3% | -12.4% | -13.7% |
| 6M | -2.9% | -7.3% | +4.4% | +1.8% |
| YTD | +154.2% | -7.6% | +161.9% | +166.8% |
| 1Y | +186.6% | -3.7% | +190.3% | +186.7% |
| 3Y | +871.5% | +62.9% | +808.6% | +437.2% |
| 5Y | +911.7% | +41.6% | +870.0% | +567.3% |
| All | +1,155.2% | +135.2% | +1,020.0% | +311.2% |
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