+211.3%
MCD vs XYL
+129.6%
+81.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.3% |
| 7D | +5.9% | +2.1% | +3.9% | +5.3% |
| 30D | +19.6% | -3.4% | +23.0% | +20.3% |
| 3M | +3.3% | -17.2% | +20.5% | +8.6% |
| 6M | +3.5% | -12.0% | +15.5% | +6.6% |
| YTD | -6.1% | -26.3% | +20.2% | +1.6% |
| 1Y | -3.7% | -33.5% | +29.8% | +7.6% |
| 3Y | +13.4% | +6.4% | +7.0% | +5.9% |
| 5Y | +25.2% | -20.9% | +46.1% | +27.4% |
| 10Y | +211.3% | +120.8% | +90.4% | +133.7% |
| All | +211.3% | +129.6% | +81.7% | +133.7% |
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