+4,407.5%
MU vs XYL
+100.4%
+4,307.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +12.8% | -3.7% | +16.5% | +15.4% |
| 30D | -14.9% | -8.3% | -6.5% | -12.6% |
| 3M | -18.0% | -21.4% | +3.4% | -7.4% |
| 6M | -3.1% | -12.9% | +9.8% | +0.8% |
| YTD | +172.9% | -30.1% | +203.0% | +228.3% |
| 1Y | +228.8% | -35.2% | +264.0% | +317.3% |
| 3Y | +950.8% | -0.8% | +951.6% | +896.6% |
| 5Y | +931.3% | -23.2% | +954.5% | +1,027.3% |
| All | +4,407.5% | +100.4% | +4,307.1% | +2,482.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling