+6,411.6%
MU vs XHB
+173.9%
+6,237.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.1% | +5.3% |
| 7D | +9.0% | -1.3% | +10.3% | +10.1% |
| 30D | +13.8% | -6.9% | +20.7% | +20.3% |
| 3M | +2.1% | -1.3% | +3.3% | +3.2% |
| 6M | +153.8% | -6.8% | +160.6% | +168.5% |
| YTD | +256.4% | +0.7% | +255.7% | +250.6% |
| 1Y | +719.8% | -11.2% | +731.0% | +789.8% |
| 3Y | +1,360.4% | +25.3% | +1,335.0% | +1,066.3% |
| 5Y | +1,312.4% | +37.3% | +1,275.1% | +937.8% |
| 10Y | +6,142.6% | +211.5% | +5,931.1% | +2,202.5% |
| All | +6,411.6% | +173.9% | +6,237.7% | +1,587.3% |
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