+2,538.2%
MUU vs XYL
-17.6%
+2,555.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -6.9% |
| 7D | +13.9% | +1.8% | +12.1% | +10.6% |
| 30D | +24.8% | -9.2% | +34.0% | +40.6% |
| 3M | -15.7% | -0.3% | -15.5% | -22.2% |
| 6M | +338.9% | -11.0% | +349.8% | +396.2% |
| YTD | +563.2% | -19.2% | +582.4% | +748.9% |
| 1Y | +2,577.5% | -21.2% | +2,598.7% | +3,554.4% |
| All | +2,538.2% | -17.6% | +2,555.8% | +2,710.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling