+978.0%
MU vs XLK
+98.1%
+879.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.0% |
| 7D | +21.6% | +7.0% | +14.6% | +8.0% |
| 30D | -16.2% | -11.5% | -4.8% | +6.6% |
| 3M | -12.4% | -7.9% | -4.5% | +4.0% |
| 6M | +4.2% | -0.6% | +4.8% | +15.2% |
| YTD | +180.0% | +21.1% | +158.8% | +129.2% |
| 1Y | +226.4% | +18.8% | +207.5% | +178.5% |
| All | +978.0% | +98.1% | +879.9% | +364.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling