+6,411.6%
MU vs XBI
+950.0%
+5,461.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.4% |
| 7D | +9.0% | +0.9% | +8.1% | +8.2% |
| 30D | +13.8% | +7.1% | +6.8% | +7.5% |
| 3M | +2.1% | +22.9% | -20.8% | -12.1% |
| 6M | +153.8% | +29.7% | +124.1% | +109.6% |
| YTD | +256.4% | +34.5% | +221.9% | +186.1% |
| 1Y | +719.8% | +76.1% | +643.7% | +438.8% |
| 3Y | +1,360.4% | +103.2% | +1,257.2% | +743.1% |
| 5Y | +1,312.4% | +22.8% | +1,289.6% | +1,019.8% |
| 10Y | +6,142.6% | +176.3% | +5,966.3% | +2,281.6% |
| All | +6,411.6% | +950.0% | +5,461.6% | +424.0% |
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