+2,396.1%
MUU vs XLK
+65.6%
+2,330.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -6.2% |
| 7D | -8.2% | +0.2% | -8.4% | -8.9% |
| 30D | +10.2% | -0.6% | +10.8% | +13.6% |
| 3M | -26.5% | +2.6% | -29.1% | -18.3% |
| 6M | +227.2% | +34.0% | +193.3% | +74.7% |
| YTD | +527.4% | +30.7% | +496.7% | +283.0% |
| 1Y | +1,843.7% | +39.2% | +1,804.5% | +971.8% |
| All | +2,396.1% | +65.6% | +2,330.4% | +995.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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