+3,971.9%
MU vs XLE
+169.9%
+3,802.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -22.0% | -12.0% | -10.0% | -16.3% |
| 30D | -36.6% | -2.7% | -33.8% | -35.6% |
| 3M | -21.7% | +6.6% | -28.3% | -24.6% |
| 6M | +3.5% | +9.5% | -6.0% | -2.9% |
| YTD | +141.9% | +40.6% | +101.4% | +93.6% |
| 1Y | +189.8% | +43.6% | +146.2% | +128.9% |
| 3Y | +855.4% | +58.1% | +797.3% | +619.8% |
| 5Y | +869.2% | +152.2% | +717.0% | +428.3% |
| All | +3,971.9% | +169.9% | +3,802.1% | +2,225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 10y: compounded portfolio wealth divided by compounded XLE 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…
10y analysis · Full analysis span regression · 6 months rolling