+3,871.5%
MU vs XLF
+419.1%
+3,452.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.8% |
| 7D | +9.0% | 0.0% | +9.0% | +8.9% |
| 30D | +13.8% | +0.2% | +13.6% | +13.4% |
| 3M | +2.1% | +11.7% | -9.6% | -8.0% |
| 6M | +153.8% | +13.8% | +140.0% | +124.0% |
| YTD | +256.4% | +7.0% | +249.4% | +230.4% |
| 1Y | +719.8% | +9.1% | +710.6% | +645.6% |
| 3Y | +1,360.4% | +75.6% | +1,284.7% | +801.5% |
| 5Y | +1,312.4% | +66.4% | +1,246.0% | +824.2% |
| 10Y | +6,142.6% | +250.3% | +5,892.3% | +2,126.7% |
| All | +3,871.5% | +419.1% | +3,452.3% | +877.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling