+1,255.1%
MAR vs XYL
+466.0%
+789.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.2% | -3.8% |
| 7D | -1.7% | +1.8% | -3.5% | -2.7% |
| 30D | -6.9% | -9.2% | +2.3% | -2.3% |
| 3M | -15.8% | -0.3% | -15.6% | -16.3% |
| 6M | +1.9% | -11.0% | +12.9% | +7.3% |
| YTD | +6.6% | -19.2% | +25.8% | +17.2% |
| 1Y | +23.7% | -21.2% | +44.9% | +37.7% |
| 3Y | +64.6% | +18.6% | +46.0% | +45.4% |
| 5Y | +156.4% | -14.3% | +170.7% | +161.7% |
| 10Y | +415.4% | +141.0% | +274.3% | +210.1% |
| All | +1,255.1% | +466.0% | +789.2% | +458.6% |
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 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