+4,598.6%
MU vs XLF
+222.0%
+4,376.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.3% | +11.3% |
| 7D | +2.0% | -1.0% | +3.0% | +3.5% |
| 30D | -18.0% | +6.5% | -24.5% | -22.9% |
| 3M | -6.6% | +1.8% | -8.4% | -8.7% |
| 6M | +2.0% | +15.4% | -13.3% | -13.0% |
| YTD | +184.5% | +8.4% | +176.1% | +156.8% |
| 1Y | +236.9% | +11.9% | +224.9% | +194.4% |
| 3Y | +987.0% | +81.1% | +905.8% | +497.0% |
| 5Y | +1,014.6% | +59.5% | +955.1% | +598.8% |
| All | +4,598.6% | +222.0% | +4,376.5% | +1,570.0% |
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