+4,545.3%
MU vs XHB
+175.2%
+4,370.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | +1.0% |
| 7D | -15.2% | +1.2% | -16.4% | -16.1% |
| 30D | -29.5% | +8.9% | -38.4% | -34.9% |
| 3M | -15.8% | -4.2% | -11.6% | -14.1% |
| 6M | -2.9% | +1.4% | -4.2% | -4.8% |
| YTD | +154.2% | +1.2% | +153.0% | +146.1% |
| 1Y | +186.6% | -1.3% | +187.9% | +182.4% |
| 3Y | +871.5% | +36.6% | +834.9% | +618.1% |
| 5Y | +911.7% | +34.3% | +877.4% | +648.4% |
| 10Y | +4,277.4% | +241.1% | +4,036.3% | +1,386.1% |
| All | +4,545.3% | +175.2% | +4,370.1% | +1,084.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling