+1,384.0%
MU vs XLK
+119.9%
+1,264.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +7.5% | +2.3% | +5.2% | +3.2% |
| 30D | +19.4% | +0.8% | +18.5% | +17.7% |
| 3M | +9.8% | +4.1% | +5.8% | +7.0% |
| 6M | +164.1% | +34.8% | +129.4% | +75.4% |
| YTD | +260.3% | +30.8% | +229.5% | +153.0% |
| 1Y | +661.2% | +42.4% | +618.8% | +380.0% |
| All | +1,384.0% | +119.9% | +1,264.1% | +466.4% |
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