+5,731.6%
MU vs LYB
+48.3%
+5,683.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -4.1% | +0.3% | -4.3% | -4.2% |
| 30D | +7.0% | +2.5% | +4.6% | +5.7% |
| 3M | -2.1% | +1.4% | -3.4% | -3.9% |
| 6M | +133.1% | -3.5% | +136.6% | +125.3% |
| YTD | +241.9% | +52.0% | +189.9% | +155.9% |
| 1Y | +548.8% | +22.1% | +526.7% | +440.5% |
| 3Y | +1,308.2% | -22.8% | +1,331.0% | +1,367.3% |
| 5Y | +1,260.7% | -3.4% | +1,264.1% | +1,139.5% |
| All | +5,731.6% | +48.3% | +5,683.4% | +4,292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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