+228.8%
MU vs XLF
+11.3%
+217.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.4% |
| 7D | +12.8% | +2.7% | +10.1% | +13.4% |
| 30D | -14.9% | +7.6% | -22.5% | -12.4% |
| 3M | -18.0% | +1.1% | -19.1% | -16.7% |
| 6M | -3.1% | +15.9% | -19.0% | -0.6% |
| YTD | +172.9% | +8.4% | +164.4% | +192.4% |
| 1Y | +228.8% | +12.5% | +216.3% | +242.2% |
| All | +228.8% | +11.3% | +217.6% | +242.2% |
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