+2,596.0%
MU vs XLI
+1,036.8%
+1,559.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.0% |
| 7D | -22.0% | -2.8% | -19.2% | -18.4% |
| 30D | -36.6% | -3.1% | -33.5% | -33.3% |
| 3M | -21.7% | -11.7% | -10.0% | -7.2% |
| 6M | +3.5% | -7.6% | +11.1% | +18.2% |
| YTD | +141.9% | +5.7% | +136.2% | +133.6% |
| 1Y | +189.8% | +7.8% | +182.0% | +174.0% |
| 3Y | +855.4% | +67.4% | +788.0% | +438.9% |
| 5Y | +869.2% | +64.8% | +804.4% | +462.6% |
| 10Y | +4,142.8% | +241.2% | +3,901.6% | +871.6% |
| All | +2,596.0% | +1,036.8% | +1,559.3% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling