+4,277.4%
MU vs XYZ
+610.2%
+3,667.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | +0.1% |
| 7D | -15.2% | +12.6% | -27.8% | -19.2% |
| 30D | -29.5% | +10.8% | -40.3% | -32.5% |
| 3M | -15.8% | +8.4% | -24.1% | -19.0% |
| 6M | -2.9% | +14.3% | -17.2% | -8.9% |
| YTD | +154.2% | +31.5% | +122.8% | +123.3% |
| 1Y | +186.6% | +28.1% | +158.5% | +153.1% |
| 3Y | +871.5% | +66.2% | +805.3% | +633.8% |
| 5Y | +911.7% | -62.3% | +974.0% | +1,067.3% |
| 10Y | +4,277.4% | +634.6% | +3,642.8% | +1,259.4% |
| All | +4,277.4% | +610.2% | +3,667.2% | +1,259.4% |
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