+1,644.1%
MAR vs XYL
+389.9%
+1,254.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +1.6% | -3.7% | +5.3% | +3.5% |
| 30D | +13.8% | -8.3% | +22.1% | +17.6% |
| 3M | +20.3% | -21.4% | +41.7% | +34.2% |
| 6M | +21.3% | -12.9% | +34.3% | +27.6% |
| YTD | +37.2% | -30.1% | +67.3% | +60.3% |
| 1Y | +48.4% | -35.2% | +83.6% | +80.5% |
| 3Y | +120.1% | -0.8% | +120.9% | +110.6% |
| 5Y | +182.1% | -23.2% | +205.3% | +201.4% |
| 10Y | +530.2% | +101.2% | +429.0% | +309.9% |
| All | +1,644.1% | +389.9% | +1,254.2% | +664.1% |
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