+265.1%
MU vs XLI
+12.2%
+252.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.1% | -5.9% | -4.9% |
| 7D | -19.1% | +0.6% | -19.7% | -20.1% |
| 30D | -25.2% | -0.4% | -24.9% | -24.9% |
| 3M | -10.9% | -8.8% | -2.1% | +7.9% |
| 6M | +38.0% | -0.4% | +38.4% | +46.1% |
| YTD | +178.8% | +10.1% | +168.7% | +128.4% |
| 1Y | +265.1% | +12.3% | +252.8% | +186.9% |
| All | +265.1% | +12.2% | +252.9% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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