+4,407.5%
MU vs XLF
+222.3%
+4,185.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.3% |
| 7D | +12.8% | +2.7% | +10.1% | +10.1% |
| 30D | -14.9% | +7.6% | -22.5% | -20.8% |
| 3M | -18.0% | +1.1% | -19.1% | -19.4% |
| 6M | -3.1% | +15.9% | -19.0% | -17.7% |
| YTD | +172.9% | +8.4% | +164.4% | +146.1% |
| 1Y | +228.8% | +12.5% | +216.3% | +185.8% |
| 3Y | +950.8% | +81.6% | +869.3% | +475.7% |
| 5Y | +931.3% | +59.3% | +872.0% | +547.2% |
| All | +4,407.5% | +222.3% | +4,185.2% | +1,500.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling