+6,469.1%
MU vs XYZ
+638.9%
+5,830.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.4% |
| 7D | +9.0% | -1.0% | +9.9% | +9.3% |
| 30D | +13.8% | -1.7% | +15.5% | +14.2% |
| 3M | +2.1% | +16.7% | -14.7% | -3.7% |
| 6M | +153.8% | +26.9% | +127.0% | +131.3% |
| YTD | +256.4% | +27.1% | +229.2% | +219.9% |
| 1Y | +719.8% | +9.3% | +710.5% | +671.2% |
| 3Y | +1,360.4% | +42.3% | +1,318.1% | +1,071.5% |
| 5Y | +1,312.4% | -69.3% | +1,381.7% | +1,652.2% |
| 10Y | +6,142.6% | +586.8% | +5,555.8% | +2,088.0% |
| All | +6,469.1% | +638.9% | +5,830.1% | +1,807.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling