+231.7%
MU vs XLF
+11.9%
+219.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.3% | +12.0% |
| 7D | +2.0% | -1.0% | +3.0% | +1.6% |
| 30D | -18.0% | +6.5% | -24.5% | -15.9% |
| 3M | -6.6% | +1.8% | -8.4% | -5.0% |
| 6M | +2.0% | +15.4% | -13.3% | +4.2% |
| YTD | +184.5% | +8.4% | +176.1% | +204.2% |
| All | +231.7% | +11.9% | +219.8% | +246.4% |
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 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