+4,407.5%
MU vs XLK
+706.5%
+3,701.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | +0.3% |
| 7D | +12.8% | +3.4% | +9.4% | +8.1% |
| 30D | -14.9% | -10.6% | -4.3% | +1.6% |
| 3M | -18.0% | -10.6% | -7.4% | -1.8% |
| 6M | -3.1% | -3.5% | +0.4% | +10.6% |
| YTD | +172.9% | +18.7% | +154.2% | +143.1% |
| 1Y | +228.8% | +19.4% | +209.4% | +193.8% |
| 3Y | +950.8% | +94.5% | +856.4% | +446.7% |
| 5Y | +931.3% | +111.2% | +820.1% | +388.9% |
| All | +4,407.5% | +706.5% | +3,701.0% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 10y: compounded portfolio wealth divided by compounded XLK 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…
10y analysis · Full analysis span regression · 6 months rolling