+2,733.2%
MU vs XLI
+1,079.1%
+1,654.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -15.2% | -1.5% | -13.7% | -12.6% |
| 30D | -29.5% | -0.3% | -29.2% | -28.5% |
| 3M | -15.8% | -8.4% | -7.4% | -4.9% |
| 6M | -2.9% | -2.1% | -0.8% | +3.0% |
| YTD | +154.2% | +9.6% | +144.6% | +134.2% |
| 1Y | +186.6% | +10.7% | +175.9% | +161.9% |
| 3Y | +871.5% | +71.6% | +799.9% | +430.8% |
| 5Y | +911.7% | +70.8% | +840.9% | +460.9% |
| 10Y | +4,277.4% | +228.0% | +4,049.4% | +958.4% |
| All | +2,733.2% | +1,079.1% | +1,654.1% | +78.3% |
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