+18,786.0%
MU vs XYL
+449.8%
+18,336.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +7.5% |
| 7D | +9.0% | -5.0% | +14.0% | +12.7% |
| 30D | +13.8% | -13.2% | +27.0% | +24.8% |
| 3M | +2.1% | -3.7% | +5.8% | +3.2% |
| 6M | +153.8% | -17.7% | +171.5% | +186.2% |
| YTD | +256.4% | -21.5% | +277.9% | +311.9% |
| 1Y | +719.8% | -24.5% | +744.3% | +875.0% |
| 3Y | +1,360.4% | +6.9% | +1,353.4% | +1,263.7% |
| 5Y | +1,312.4% | -18.1% | +1,330.5% | +1,433.5% |
| 10Y | +6,142.6% | +134.7% | +6,007.9% | +3,068.8% |
| All | +18,786.0% | +449.8% | +18,336.3% | +5,517.3% |
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