+3,971.9%
MU vs XRT
+149.4%
+3,822.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +6.4% |
| 7D | -22.0% | +0.9% | -22.9% | -22.8% |
| 30D | -36.6% | +7.9% | -44.5% | -40.7% |
| 3M | -21.7% | -0.2% | -21.5% | -22.6% |
| 6M | +3.5% | +5.6% | -2.0% | -3.0% |
| YTD | +141.9% | +5.7% | +136.3% | +125.7% |
| 1Y | +189.8% | +14.6% | +175.3% | +153.9% |
| 3Y | +855.4% | +50.7% | +804.7% | +587.8% |
| 5Y | +869.2% | -4.8% | +874.0% | +858.5% |
| All | +3,971.9% | +149.4% | +3,822.6% | +1,607.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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