+548.8%
MU vs XLK
+38.8%
+510.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -3.2% |
| 7D | -4.1% | +0.2% | -4.3% | -4.5% |
| 30D | +7.0% | -0.6% | +7.6% | +8.6% |
| 3M | -2.1% | +2.6% | -4.6% | -3.9% |
| 6M | +133.1% | +34.0% | +99.1% | +39.1% |
| YTD | +241.9% | +30.7% | +211.2% | +118.1% |
| 1Y | +548.8% | +39.2% | +509.6% | +269.1% |
| All | +548.8% | +38.8% | +510.0% | +269.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling