+1,319.3%
MU vs XYZ
-69.7%
+1,389.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.6% |
| 7D | +7.2% | +2.9% | +4.3% | +6.2% |
| 30D | +14.0% | +1.4% | +12.6% | +13.3% |
| 3M | +5.4% | +14.6% | -9.2% | +0.3% |
| 6M | +170.3% | +20.8% | +149.5% | +152.6% |
| YTD | +250.7% | +23.1% | +227.6% | +222.2% |
| 1Y | +662.1% | +5.6% | +656.5% | +631.4% |
| 3Y | +1,341.2% | +50.9% | +1,290.3% | +1,073.2% |
| 5Y | +1,319.3% | -68.6% | +1,387.9% | +1,482.3% |
| All | +1,319.3% | -69.7% | +1,389.1% | +1,482.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling