+433.8%
MAR vs XYL
+150.5%
+283.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -0.5% | +1.2% | -1.7% | -1.3% |
| 30D | -5.4% | -11.9% | +6.5% | +1.2% |
| 3M | -15.5% | -1.5% | -14.0% | -15.4% |
| 6M | +3.0% | -11.9% | +14.9% | +9.2% |
| YTD | +8.5% | -20.6% | +29.1% | +21.0% |
| 1Y | +26.0% | -23.5% | +49.5% | +43.4% |
| 3Y | +68.6% | +14.9% | +53.8% | +49.5% |
| 5Y | +157.4% | -15.3% | +172.7% | +164.2% |
| All | +433.8% | +150.5% | +283.4% | +226.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling