+57.4%
MAR vs XYL
-30.7%
+88.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.0% | -2.9% | +1.0% |
| 7D | +7.7% | +14.5% | -6.8% | +4.9% |
| 30D | +19.4% | -1.3% | +20.7% | +19.0% |
| 3M | +23.3% | -17.0% | +40.3% | +27.7% |
| 6M | +22.8% | -11.3% | +34.2% | +25.0% |
| YTD | +37.8% | -25.0% | +62.7% | +40.6% |
| 1Y | +57.4% | -31.5% | +88.9% | +76.5% |
| All | +57.4% | -30.7% | +88.1% | +76.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling