+3,070.0%
MU vs XLF
+425.7%
+2,644.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.3% | +11.4% |
| 7D | +2.0% | -1.0% | +3.0% | +3.4% |
| 30D | -18.0% | +6.5% | -24.5% | -22.3% |
| 3M | -6.6% | +1.8% | -8.4% | -8.5% |
| 6M | +2.0% | +15.4% | -13.3% | -11.2% |
| YTD | +184.5% | +8.4% | +176.1% | +160.1% |
| 1Y | +236.9% | +11.9% | +224.9% | +199.8% |
| 3Y | +987.0% | +81.1% | +905.8% | +552.5% |
| 5Y | +1,014.6% | +59.5% | +955.1% | +654.3% |
| 10Y | +4,609.2% | +225.2% | +4,384.0% | +1,682.6% |
| All | +3,070.0% | +425.7% | +2,644.2% | +669.3% |
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