+154.9%
MAR vs XYL
-14.9%
+169.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | -0.5% | +0.8% | -1.3% | -1.0% |
| 30D | -4.7% | -10.8% | +6.2% | +0.5% |
| 3M | -15.6% | -2.5% | -13.1% | -15.1% |
| 6M | +1.2% | -12.2% | +13.4% | +6.8% |
| YTD | +7.5% | -20.1% | +27.6% | +18.0% |
| 1Y | +26.6% | -20.6% | +47.3% | +39.4% |
| 3Y | +66.0% | +17.3% | +48.6% | +46.9% |
| All | +154.9% | -14.9% | +169.9% | +140.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling