+3,915.1%
MU vs XLV
+905.3%
+3,009.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.1% |
| 7D | +7.5% | -3.7% | +11.2% | +12.3% |
| 30D | +19.4% | -1.1% | +20.5% | +20.1% |
| 3M | +9.8% | +8.2% | +1.6% | -3.2% |
| 6M | +164.1% | +8.9% | +155.2% | +127.9% |
| YTD | +260.3% | +8.5% | +251.8% | +212.1% |
| 1Y | +661.2% | +22.3% | +638.9% | +467.7% |
| 3Y | +1,380.8% | +32.6% | +1,348.2% | +886.6% |
| 5Y | +1,346.4% | +34.4% | +1,312.0% | +843.2% |
| 10Y | +6,169.9% | +175.4% | +5,994.5% | +1,585.4% |
| All | +3,915.1% | +905.3% | +3,009.8% | +141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling