+1,346.4%
MU vs XLF
+65.1%
+1,281.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.6% |
| 3M | +9.8% | +9.1% | +0.7% | -0.6% |
| 6M | +164.1% | +14.4% | +149.8% | +125.1% |
| YTD | +260.3% | +5.1% | +255.2% | +235.8% |
| 1Y | +661.2% | +8.6% | +652.5% | +581.3% |
| 3Y | +1,380.8% | +74.4% | +1,306.4% | +698.6% |
| 5Y | +1,346.4% | +64.4% | +1,282.0% | +755.4% |
| All | +1,346.4% | +65.1% | +1,281.3% | +755.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling