+1,774.9%
MA vs XYL
+449.8%
+1,325.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.2% |
| 7D | -2.7% | -5.0% | +2.3% | -0.3% |
| 30D | +1.5% | -13.2% | +14.7% | +8.3% |
| 3M | +20.4% | -3.7% | +24.1% | +21.9% |
| 6M | +11.1% | -17.7% | +28.8% | +20.5% |
| YTD | +2.0% | -21.5% | +23.5% | +12.5% |
| 1Y | -2.2% | -24.5% | +22.3% | +9.9% |
| 3Y | +41.9% | +6.9% | +34.9% | +31.2% |
| 5Y | +75.4% | -18.1% | +93.4% | +80.7% |
| 10Y | +527.5% | +134.7% | +392.8% | +286.1% |
| All | +1,774.9% | +449.8% | +1,325.2% | +749.5% |
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