+6,169.9%
MU vs XLF
+247.0%
+5,923.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.2% |
| 7D | +7.5% | -1.0% | +8.5% | +8.5% |
| 30D | +19.4% | -1.3% | +20.7% | +20.5% |
| 3M | +9.8% | +9.1% | +0.7% | -0.1% |
| 6M | +164.1% | +14.4% | +149.8% | +127.5% |
| YTD | +260.3% | +5.1% | +255.2% | +236.3% |
| 1Y | +661.2% | +8.6% | +652.5% | +586.0% |
| 3Y | +1,380.8% | +74.4% | +1,306.4% | +749.9% |
| 5Y | +1,346.4% | +64.4% | +1,282.0% | +787.8% |
| 10Y | +6,169.9% | +251.6% | +5,918.3% | +2,139.4% |
| All | +6,169.9% | +247.0% | +5,923.0% | +2,139.4% |
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