+4,407.5%
MU vs XYZ
+597.9%
+3,809.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.5% |
| 7D | +12.8% | -1.1% | +13.9% | +13.2% |
| 30D | -14.9% | +11.5% | -26.4% | -18.8% |
| 3M | -18.0% | +1.8% | -19.8% | -19.4% |
| 6M | -3.1% | +21.2% | -24.3% | -10.9% |
| YTD | +172.9% | +29.9% | +143.0% | +140.5% |
| 1Y | +228.8% | +35.8% | +193.1% | +184.1% |
| 3Y | +950.8% | +62.6% | +888.3% | +699.6% |
| 5Y | +931.3% | -62.8% | +994.1% | +1,094.3% |
| All | +4,407.5% | +597.9% | +3,809.7% | +1,346.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling