+265.1%
MU vs XBI
+47.5%
+217.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.7% | -9.7% | -9.3% |
| 7D | -19.1% | +1.0% | -20.1% | -19.9% |
| 30D | -25.2% | +1.9% | -27.1% | -26.4% |
| 3M | -10.9% | +4.8% | -15.7% | -16.1% |
| 6M | +38.0% | +19.3% | +18.7% | +17.1% |
| YTD | +178.8% | +30.6% | +148.2% | +124.5% |
| 1Y | +265.1% | +47.9% | +217.3% | +169.3% |
| All | +265.1% | +47.5% | +217.7% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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