+855.4%
MU vs XLI
+66.8%
+788.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +4.9% |
| 7D | -22.0% | -2.8% | -19.2% | -16.8% |
| 30D | -36.6% | -3.1% | -33.5% | -31.9% |
| 3M | -21.7% | -11.7% | -10.0% | -0.4% |
| 6M | +3.5% | -7.6% | +11.1% | +24.5% |
| YTD | +141.9% | +5.7% | +136.2% | +128.7% |
| 1Y | +189.8% | +7.8% | +182.0% | +165.7% |
| 3Y | +855.4% | +67.4% | +788.0% | +371.8% |
| All | +855.4% | +66.8% | +788.6% | +371.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling