-26.5%
MU vs XLE
+5.5%
-32.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.0% | -14.5% | -16.6% |
| 7D | -29.7% | -10.3% | -19.4% | -29.5% |
| 30D | -37.2% | -3.3% | -33.9% | -34.4% |
| 3M | -26.5% | +8.2% | -34.7% | -19.6% |
| All | -26.5% | +5.5% | -32.0% | -19.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling