+1,342.5%
MU vs XYL
-17.1%
+1,359.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +7.4% |
| 7D | +9.0% | -5.0% | +14.0% | +12.5% |
| 30D | +13.8% | -13.2% | +27.0% | +24.1% |
| 3M | +2.1% | -3.7% | +5.8% | +2.7% |
| 6M | +153.8% | -17.7% | +171.5% | +184.2% |
| YTD | +256.4% | -21.5% | +277.9% | +308.4% |
| 1Y | +719.8% | -24.5% | +744.3% | +866.4% |
| 3Y | +1,360.4% | +6.9% | +1,353.4% | +1,277.3% |
| All | +1,342.5% | -17.1% | +1,359.7% | +1,306.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling