+893.4%
MU vs XYZ
-62.9%
+956.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.7% | +5.1% |
| 7D | -12.0% | +14.9% | -26.9% | -16.2% |
| 30D | -28.7% | +14.7% | -43.4% | -32.1% |
| 3M | -16.4% | +12.1% | -28.5% | -20.0% |
| 6M | -1.8% | +18.3% | -20.1% | -8.1% |
| YTD | +157.1% | +36.1% | +121.0% | +127.4% |
| 1Y | +208.5% | +35.3% | +173.2% | +172.6% |
| 3Y | +906.2% | +73.5% | +832.7% | +682.6% |
| 5Y | +893.4% | -61.6% | +955.0% | +1,001.3% |
| All | +893.4% | -62.9% | +956.3% | +1,001.3% |
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