+4,886.1%
MU vs XBI
+865.0%
+4,021.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.2% |
| 7D | +12.8% | -1.1% | +13.9% | +13.9% |
| 30D | -14.9% | +2.6% | -17.4% | -15.7% |
| 3M | -18.0% | -4.0% | -14.0% | -15.4% |
| 6M | -3.1% | +10.9% | -14.1% | -9.5% |
| YTD | +172.9% | +23.6% | +149.3% | +134.9% |
| 1Y | +228.8% | +35.1% | +193.7% | +164.8% |
| 3Y | +950.8% | +125.2% | +825.7% | +470.5% |
| 5Y | +931.3% | +19.7% | +911.5% | +739.7% |
| 10Y | +4,417.7% | +130.6% | +4,287.1% | +1,934.2% |
| All | +4,886.1% | +865.0% | +4,021.1% | +330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling