+265.1%
MU vs XYL
-30.7%
+295.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.0% | -12.0% | -7.1% |
| 7D | -19.1% | +14.5% | -33.7% | -19.8% |
| 30D | -25.2% | -1.3% | -23.9% | -25.1% |
| 3M | -10.9% | -17.0% | +6.1% | -4.6% |
| 6M | +38.0% | -11.3% | +49.3% | +38.3% |
| YTD | +178.8% | -25.0% | +203.8% | +194.9% |
| 1Y | +265.1% | -31.5% | +296.7% | +330.8% |
| All | +265.1% | -30.7% | +295.8% | +330.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling