+265.1%
MU vs XLV
+34.1%
+231.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.1% | -10.1% | -4.9% |
| 7D | -19.1% | +5.5% | -24.7% | -16.0% |
| 30D | -25.2% | +13.3% | -38.6% | -19.0% |
| 3M | -10.9% | +17.4% | -28.4% | -1.2% |
| 6M | +38.0% | +32.1% | +5.9% | +51.5% |
| YTD | +178.8% | +24.0% | +154.8% | +222.2% |
| 1Y | +265.1% | +32.9% | +232.3% | +318.6% |
| All | +265.1% | +34.1% | +231.0% | +318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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