+4,407.5%
MU vs XLE
+181.7%
+4,225.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.0% |
| 7D | +12.8% | +5.4% | +7.4% | +9.8% |
| 30D | -14.9% | -3.9% | -10.9% | -12.8% |
| 3M | -18.0% | +7.0% | -25.1% | -21.1% |
| 6M | -3.1% | +14.2% | -17.3% | -11.1% |
| YTD | +172.9% | +48.2% | +124.7% | +112.4% |
| 1Y | +228.8% | +47.7% | +181.2% | +156.4% |
| 3Y | +950.8% | +70.0% | +880.8% | +661.8% |
| 5Y | +931.3% | +169.1% | +762.1% | +441.6% |
| All | +4,407.5% | +181.7% | +4,225.8% | +2,380.3% |
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