+3,871.5%
MU vs XLE
+1,022.5%
+2,849.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.7% |
| 7D | +9.0% | +2.2% | +6.8% | +7.4% |
| 30D | +13.8% | +11.8% | +2.0% | +5.3% |
| 3M | +2.1% | +9.8% | -7.7% | -5.1% |
| 6M | +153.8% | +15.6% | +138.2% | +123.3% |
| YTD | +256.4% | +45.3% | +211.1% | +166.4% |
| 1Y | +719.8% | +48.3% | +671.5% | +502.0% |
| 3Y | +1,360.4% | +55.4% | +1,304.9% | +939.2% |
| 5Y | +1,312.4% | +216.1% | +1,096.3% | +469.7% |
| 10Y | +6,142.6% | +178.4% | +5,964.2% | +2,437.4% |
| All | +3,871.5% | +1,022.5% | +2,849.0% | +622.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling