+2,464.7%
MU vs XLE
+986.3%
+1,478.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.0% | -14.5% | -15.5% |
| 7D | -29.7% | -10.3% | -19.4% | -24.2% |
| 30D | -37.2% | -3.3% | -33.9% | -35.8% |
| 3M | -26.5% | +8.2% | -34.7% | -30.6% |
| 6M | +2.6% | +5.0% | -2.5% | -3.0% |
| YTD | +130.1% | +40.6% | +89.6% | +75.4% |
| 1Y | +176.7% | +45.0% | +131.7% | +106.1% |
| 3Y | +813.1% | +56.3% | +756.8% | +548.8% |
| 5Y | +822.0% | +152.2% | +669.7% | +337.3% |
| 10Y | +3,936.2% | +173.0% | +3,763.2% | +1,560.3% |
| All | +2,464.7% | +986.3% | +1,478.4% | +375.9% |
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