-45.5%
MUZ vs XHB
+2.4%
-47.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +3.6% | -16.4% | -9.0% |
| 7D | +14.0% | +1.3% | +12.7% | +14.8% |
| 30D | +57.6% | +11.8% | +45.8% | +77.9% |
| 3M | -3.1% | -3.8% | +0.8% | -18.2% |
| All | -45.5% | +2.4% | -47.9% | -46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling