+2,016.0%
MA vs XYL
+408.9%
+1,607.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | +2.3% | +5.9% | -3.6% | -0.3% |
| 30D | +14.7% | -3.9% | +18.6% | +15.9% |
| 3M | +13.5% | -18.7% | +32.2% | +23.5% |
| 6M | +33.1% | -16.9% | +50.0% | +42.6% |
| YTD | +15.1% | -27.4% | +42.4% | +30.2% |
| 1Y | +18.7% | -34.0% | +52.7% | +40.7% |
| 3Y | +72.1% | +5.6% | +66.5% | +58.4% |
| 5Y | +92.8% | -20.6% | +113.4% | +99.4% |
| 10Y | +571.6% | +133.4% | +438.3% | +312.4% |
| All | +2,016.0% | +408.9% | +1,607.1% | +883.0% |
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