+1,319.3%
MU vs XLI
+83.4%
+1,236.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.8% |
| 7D | +7.2% | +1.0% | +6.2% | +5.6% |
| 30D | +14.0% | -5.8% | +19.8% | +25.2% |
| 3M | +5.4% | +0.7% | +4.7% | +6.8% |
| 6M | +170.3% | +3.2% | +167.1% | +165.5% |
| YTD | +250.7% | +13.0% | +237.6% | +201.7% |
| 1Y | +662.1% | +16.8% | +645.3% | +530.2% |
| 3Y | +1,341.2% | +72.4% | +1,268.8% | +638.7% |
| 5Y | +1,319.3% | +82.8% | +1,236.6% | +599.7% |
| All | +1,319.3% | +83.4% | +1,236.0% | +599.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling