+2,423.9%
MUU vs XYZ
+17.6%
+2,406.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.0% |
| 7D | +3.6% | -5.2% | +8.7% | +7.4% |
| 30D | +22.3% | 0.0% | +22.3% | +21.9% |
| 3M | -8.2% | +18.7% | -26.9% | -20.3% |
| 6M | +256.3% | +20.5% | +235.8% | +209.2% |
| YTD | +534.4% | +21.5% | +512.9% | +439.2% |
| 1Y | +2,163.5% | +7.2% | +2,156.3% | +2,016.6% |
| All | +2,423.9% | +17.6% | +2,406.2% | +2,044.9% |
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