+1,315.7%
MU vs XLE
+217.6%
+1,098.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.4% |
| 7D | +9.0% | +2.2% | +6.8% | +8.1% |
| 30D | +13.8% | +11.8% | +2.0% | +9.3% |
| 3M | +2.1% | +9.8% | -7.7% | -1.6% |
| 6M | +153.8% | +15.6% | +138.2% | +135.8% |
| YTD | +256.4% | +45.3% | +211.1% | +196.0% |
| 1Y | +719.8% | +48.3% | +671.5% | +572.5% |
| 3Y | +1,360.4% | +55.4% | +1,304.9% | +1,081.1% |
| All | +1,315.7% | +217.6% | +1,098.1% | +821.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling