+13,522.5%
MU vs XYL
+416.3%
+13,106.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +5.3% |
| 7D | -12.0% | +2.1% | -14.1% | -13.4% |
| 30D | -28.7% | -3.4% | -25.4% | -29.1% |
| 3M | -16.4% | -17.2% | +0.7% | -8.6% |
| 6M | -1.8% | -12.0% | +10.2% | +1.9% |
| YTD | +157.1% | -26.3% | +183.4% | +199.7% |
| 1Y | +208.5% | -33.5% | +242.0% | +286.4% |
| 3Y | +906.2% | +6.4% | +899.7% | +815.9% |
| 5Y | +893.4% | -20.9% | +914.3% | +970.5% |
| 10Y | +4,271.9% | +120.8% | +4,151.0% | +2,139.0% |
| All | +13,522.5% | +416.3% | +13,106.2% | +3,987.3% |
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