+1,308.2%
MU vs XLY
+35.2%
+1,273.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.2% |
| 7D | -4.1% | -1.7% | -2.4% | -2.2% |
| 30D | +7.0% | -4.2% | +11.2% | +11.9% |
| 3M | -2.1% | -2.7% | +0.6% | -0.8% |
| 6M | +133.1% | -0.6% | +133.7% | +130.9% |
| YTD | +241.9% | -5.0% | +246.9% | +258.5% |
| 1Y | +548.8% | -4.1% | +552.8% | +573.7% |
| 3Y | +1,308.2% | +33.6% | +1,274.6% | +894.1% |
| All | +1,308.2% | +35.2% | +1,273.0% | +894.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling