+265.1%
MU vs XLF
+15.8%
+249.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.5% | -10.5% | -5.5% |
| 7D | -19.1% | +5.5% | -24.6% | -17.2% |
| 30D | -25.2% | +9.9% | -35.1% | -22.8% |
| 3M | -10.9% | +2.6% | -13.5% | -9.1% |
| 6M | +38.0% | +15.6% | +22.4% | +41.8% |
| YTD | +178.8% | +9.4% | +169.4% | +199.0% |
| 1Y | +265.1% | +14.7% | +250.4% | +267.9% |
| All | +265.1% | +15.8% | +249.4% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling