+1,094.4%
MU vs XLC
+128.7%
+965.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +4.6% |
| 7D | -22.0% | +4.9% | -26.9% | -26.2% |
| 30D | -36.6% | -5.8% | -30.8% | -32.5% |
| 3M | -21.7% | -5.4% | -16.3% | -17.9% |
| 6M | +3.5% | -10.2% | +13.7% | +12.3% |
| YTD | +141.9% | -10.2% | +152.1% | +161.6% |
| 1Y | +189.8% | -5.6% | +195.5% | +196.2% |
| 3Y | +855.4% | +61.0% | +794.4% | +434.4% |
| 5Y | +869.2% | +35.2% | +833.9% | +573.9% |
| All | +1,094.4% | +128.7% | +965.7% | +303.1% |
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 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