+2,396.1%
MUU vs XYL
-19.0%
+2,415.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.6% |
| 7D | -8.2% | +1.2% | -9.4% | -9.9% |
| 30D | +10.2% | -11.9% | +22.1% | +29.6% |
| 3M | -26.5% | -1.5% | -25.0% | -31.6% |
| 6M | +227.2% | -11.9% | +239.1% | +274.8% |
| YTD | +527.4% | -20.6% | +548.0% | +721.7% |
| 1Y | +1,843.7% | -23.5% | +1,867.2% | +2,671.9% |
| All | +2,396.1% | -19.0% | +2,415.0% | +2,620.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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