+4,325.9%
MU vs XHB
+257.8%
+4,068.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.7% | +3.4% |
| 7D | -12.0% | +1.3% | -13.4% | -13.1% |
| 30D | -28.7% | +11.8% | -40.5% | -35.6% |
| 3M | -16.4% | -3.8% | -12.6% | -14.8% |
| 6M | -1.8% | +4.1% | -5.9% | -5.7% |
| YTD | +157.1% | +4.0% | +153.1% | +143.5% |
| 1Y | +208.5% | +1.6% | +206.9% | +197.2% |
| 3Y | +906.2% | +43.2% | +863.0% | +604.8% |
| 5Y | +893.4% | +35.8% | +857.6% | +616.9% |
| All | +4,325.9% | +257.8% | +4,068.1% | +1,213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling