+2,028.8%
MU vs BOXX
+18.4%
+2,010.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +7.5% | +0.1% | +7.4% | +7.8% |
| 30D | +19.4% | +0.3% | +19.1% | +21.5% |
| 3M | +9.8% | +1.0% | +8.9% | +15.2% |
| 6M | +164.1% | +1.9% | +162.2% | +176.3% |
| YTD | +260.3% | +2.6% | +257.7% | +269.6% |
| 1Y | +661.2% | +4.0% | +657.2% | +677.5% |
| 3Y | +1,380.8% | +14.6% | +1,366.2% | +2,485.4% |
| All | +2,028.8% | +18.4% | +2,010.4% | +5,643.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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