+12,720.7%
MU vs XYL
+408.9%
+12,311.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +6.5% |
| 7D | -22.0% | +5.9% | -27.9% | -25.3% |
| 30D | -36.6% | -3.9% | -32.7% | -36.7% |
| 3M | -21.7% | -18.7% | -3.0% | -13.4% |
| 6M | +3.5% | -16.9% | +20.4% | +11.4% |
| YTD | +141.9% | -27.4% | +169.3% | +184.5% |
| 1Y | +189.8% | -34.0% | +223.9% | +264.6% |
| 3Y | +855.4% | +5.6% | +849.8% | +773.3% |
| 5Y | +869.2% | -20.6% | +889.7% | +939.9% |
| 10Y | +4,142.8% | +133.4% | +4,009.4% | +1,989.2% |
| All | +12,720.7% | +408.9% | +12,311.9% | +3,780.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling