+1,659.5%
MU vs XLC
+143.7%
+1,515.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +7.4% |
| 7D | +9.0% | -0.8% | +9.8% | +9.9% |
| 30D | +13.8% | +1.0% | +12.8% | +12.0% |
| 3M | +2.1% | -0.7% | +2.8% | +0.2% |
| 6M | +153.8% | -5.1% | +158.9% | +162.3% |
| YTD | +256.4% | -4.3% | +260.7% | +262.6% |
| 1Y | +719.8% | -0.6% | +720.3% | +698.7% |
| 3Y | +1,360.4% | +72.7% | +1,287.7% | +659.9% |
| 5Y | +1,312.4% | +38.0% | +1,274.4% | +874.9% |
| All | +1,659.5% | +143.7% | +1,515.8% | +458.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling