-3.1%
MU vs XBI
+11.9%
-15.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.0% |
| 7D | +12.8% | -1.1% | +13.9% | +14.3% |
| 30D | -14.9% | +2.6% | -17.4% | -15.4% |
| 3M | -18.0% | -4.0% | -14.0% | -15.8% |
| 6M | -3.1% | +10.9% | -14.1% | -19.1% |
| All | -3.1% | +11.9% | -15.1% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling