+855.4%
MU vs XHB
+36.1%
+819.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +6.1% |
| 7D | -22.0% | +1.3% | -23.3% | -22.9% |
| 30D | -36.6% | +7.8% | -44.4% | -40.3% |
| 3M | -21.7% | -5.5% | -16.2% | -19.2% |
| 6M | +3.5% | -2.6% | +6.1% | +5.1% |
| YTD | +141.9% | +0.4% | +141.6% | +137.0% |
| 1Y | +189.8% | -1.0% | +190.8% | +186.2% |
| 3Y | +855.4% | +37.3% | +818.1% | +664.9% |
| All | +855.4% | +36.1% | +819.3% | +664.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling