+70.7%
MA vs XYL
-0.5%
+71.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +1.3% | -3.7% | +5.0% | +2.3% |
| 30D | +9.6% | -8.3% | +17.9% | +11.5% |
| 3M | +16.8% | -21.4% | +38.2% | +23.8% |
| 6M | +35.2% | -12.9% | +48.1% | +38.6% |
| YTD | +16.6% | -30.1% | +46.6% | +27.5% |
| 1Y | +19.8% | -35.2% | +54.9% | +34.8% |
| 3Y | +70.7% | -0.8% | +71.5% | +63.6% |
| All | +70.7% | -0.5% | +71.2% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling