+661.2%
MU vs XYL
-21.6%
+682.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.8% | +3.2% |
| 7D | +7.5% | +0.8% | +6.7% | +6.9% |
| 30D | +19.4% | -10.8% | +30.2% | +25.9% |
| 3M | +9.8% | -2.5% | +12.4% | +6.1% |
| 6M | +164.1% | -12.2% | +176.3% | +177.0% |
| YTD | +260.3% | -20.1% | +280.4% | +284.9% |
| 1Y | +661.2% | -20.6% | +681.8% | +697.2% |
| All | +661.2% | -21.6% | +682.8% | +697.2% |
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