+938.2%
MU vs XRT
-4.8%
+943.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.8% |
| 7D | +12.8% | +1.7% | +11.1% | +11.4% |
| 30D | -14.9% | +7.5% | -22.4% | -20.2% |
| 3M | -18.0% | +2.2% | -20.2% | -20.4% |
| 6M | -3.1% | +14.7% | -17.8% | -15.4% |
| YTD | +172.9% | +7.5% | +165.4% | +150.0% |
| 1Y | +228.8% | +14.1% | +214.7% | +186.3% |
| 3Y | +950.8% | +58.8% | +892.1% | +606.3% |
| All | +938.2% | -4.8% | +943.1% | +838.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling