+3,871.5%
MU vs XLI
+1,121.5%
+2,749.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +5.6% |
| 7D | +9.0% | -1.1% | +10.0% | +10.5% |
| 30D | +13.8% | -5.9% | +19.8% | +23.3% |
| 3M | +2.1% | -0.3% | +2.3% | +4.7% |
| 6M | +153.8% | +0.1% | +153.7% | +160.1% |
| YTD | +256.4% | +13.6% | +242.8% | +211.1% |
| 1Y | +719.8% | +17.2% | +702.6% | +592.4% |
| 3Y | +1,360.4% | +68.2% | +1,292.2% | +708.3% |
| 5Y | +1,312.4% | +80.7% | +1,231.7% | +621.3% |
| 10Y | +6,142.6% | +253.3% | +5,889.3% | +1,256.7% |
| All | +3,871.5% | +1,121.5% | +2,749.9% | +136.8% |
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