+2,026.1%
MA vs XYL
+416.3%
+1,609.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.2% |
| 7D | -0.3% | +2.1% | -2.4% | -1.3% |
| 30D | +11.3% | -3.4% | +14.7% | +12.2% |
| 3M | +16.7% | -17.2% | +33.9% | +25.8% |
| 6M | +32.8% | -12.0% | +44.8% | +38.6% |
| YTD | +15.6% | -26.3% | +41.9% | +30.0% |
| 1Y | +19.6% | -33.5% | +53.1% | +41.3% |
| 3Y | +72.1% | +6.4% | +65.7% | +57.9% |
| 5Y | +96.0% | -20.9% | +116.9% | +103.3% |
| 10Y | +554.8% | +120.8% | +433.9% | +310.4% |
| All | +2,026.1% | +416.3% | +1,609.8% | +881.2% |
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