+1,315.7%
MU vs XRT
-1.0%
+1,316.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.1% | +5.3% |
| 7D | +9.0% | +0.8% | +8.2% | +8.3% |
| 30D | +13.8% | -4.2% | +18.0% | +17.4% |
| 3M | +2.1% | +5.1% | -3.0% | -3.3% |
| 6M | +153.8% | +2.4% | +151.4% | +144.5% |
| YTD | +256.4% | +3.2% | +253.2% | +240.4% |
| 1Y | +719.8% | +1.5% | +718.2% | +693.9% |
| 3Y | +1,360.4% | +40.6% | +1,319.8% | +991.5% |
| All | +1,315.7% | -1.0% | +1,316.7% | +1,181.9% |
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