+5,731.6%
MU vs XLV
+174.9%
+5,556.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | -4.1% | -3.6% | -0.5% | -0.5% |
| 30D | +7.0% | -1.8% | +8.8% | +8.4% |
| 3M | -2.1% | +7.8% | -9.8% | -12.0% |
| 6M | +133.1% | +9.1% | +124.0% | +104.5% |
| YTD | +241.9% | +7.7% | +234.2% | +204.3% |
| 1Y | +548.8% | +20.4% | +528.3% | +407.0% |
| 3Y | +1,308.2% | +30.8% | +1,277.4% | +889.4% |
| 5Y | +1,260.7% | +34.6% | +1,226.1% | +819.1% |
| All | +5,731.6% | +174.9% | +5,556.7% | +1,912.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling