+938.2%
MU vs XLC
+40.7%
+897.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.5% |
| 7D | +12.8% | +3.7% | +9.1% | +9.0% |
| 30D | -14.9% | -1.9% | -12.9% | -13.2% |
| 3M | -18.0% | -3.1% | -14.9% | -16.3% |
| 6M | -3.1% | -6.4% | +3.2% | +0.7% |
| YTD | +172.9% | -6.8% | +179.7% | +184.0% |
| 1Y | +228.8% | -1.7% | +230.5% | +222.6% |
| 3Y | +950.8% | +64.7% | +886.2% | +506.8% |
| All | +938.2% | +40.7% | +897.6% | +588.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling