+978.0%
MU vs XLC
+63.4%
+914.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.7% |
| 7D | +21.6% | +3.1% | +18.6% | +18.6% |
| 30D | -16.2% | -4.2% | -12.0% | -12.8% |
| 3M | -12.4% | -2.1% | -10.2% | -11.4% |
| 6M | +4.2% | -6.6% | +10.8% | +9.5% |
| YTD | +180.0% | -7.8% | +187.8% | +197.6% |
| 1Y | +226.4% | -4.1% | +230.5% | +228.6% |
| All | +978.0% | +63.4% | +914.7% | +493.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling