+1,308.2%
MU vs XLV
+31.7%
+1,276.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -4.1% | -3.6% | -0.5% | -2.6% |
| 30D | +7.0% | -1.8% | +8.8% | +7.5% |
| 3M | -2.1% | +7.8% | -9.8% | -7.9% |
| 6M | +133.1% | +9.1% | +124.0% | +116.8% |
| YTD | +241.9% | +7.7% | +234.2% | +221.7% |
| 1Y | +548.8% | +20.4% | +528.3% | +448.4% |
| 3Y | +1,308.2% | +30.8% | +1,277.4% | +1,006.5% |
| All | +1,308.2% | +31.7% | +1,276.5% | +1,006.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling