+265.1%
MU vs XLY
+3.2%
+262.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.3% | -11.3% | -9.9% |
| 7D | -19.1% | +6.1% | -25.2% | -22.8% |
| 30D | -25.2% | +10.8% | -36.0% | -31.3% |
| 3M | -10.9% | +3.6% | -14.5% | -13.5% |
| 6M | +38.0% | +4.4% | +33.6% | +33.3% |
| YTD | +178.8% | +3.1% | +175.7% | +174.9% |
| 1Y | +265.1% | +3.6% | +261.6% | +257.1% |
| All | +265.1% | +3.2% | +262.0% | +257.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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