+1,341.2%
MU vs XLF
+75.4%
+1,265.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.4% |
| 7D | +7.2% | +0.2% | +7.0% | +6.9% |
| 30D | +14.0% | -0.5% | +14.5% | +14.2% |
| 3M | +5.4% | +10.6% | -5.3% | -4.9% |
| 6M | +170.3% | +14.3% | +156.0% | +133.7% |
| YTD | +250.7% | +5.5% | +245.1% | +230.1% |
| 1Y | +662.1% | +9.6% | +652.5% | +583.8% |
| 3Y | +1,341.2% | +75.2% | +1,266.0% | +754.2% |
| All | +1,341.2% | +75.4% | +1,265.8% | +754.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling