+1,346.4%
MU vs XBI
+21.6%
+1,324.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.3% | +3.7% |
| 7D | +7.5% | -3.6% | +11.1% | +10.0% |
| 30D | +19.4% | +0.9% | +18.5% | +18.1% |
| 3M | +9.8% | +21.4% | -11.6% | -2.6% |
| 6M | +164.1% | +25.5% | +138.6% | +130.0% |
| YTD | +260.3% | +30.8% | +229.5% | +206.0% |
| 1Y | +661.2% | +68.6% | +592.6% | +456.7% |
| 3Y | +1,380.8% | +103.9% | +1,276.9% | +866.2% |
| 5Y | +1,346.4% | +20.8% | +1,325.6% | +1,066.7% |
| All | +1,346.4% | +21.6% | +1,324.8% | +1,066.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling