+1,362.4%
MU vs XLC
+72.9%
+1,289.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +7.2% |
| 7D | +9.0% | -0.8% | +9.8% | +9.7% |
| 30D | +13.8% | +1.0% | +12.8% | +12.3% |
| 3M | +2.1% | -0.7% | +2.8% | +1.2% |
| 6M | +153.8% | -5.1% | +158.9% | +165.9% |
| YTD | +256.4% | -4.3% | +260.7% | +267.1% |
| 1Y | +719.8% | -0.6% | +720.3% | +701.8% |
| All | +1,362.4% | +72.9% | +1,289.6% | +727.1% |
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