+180.0%
MCD vs XYL
+141.5%
+38.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | -0.8% |
| 7D | -2.0% | +1.8% | -3.8% | -2.6% |
| 30D | -6.1% | -9.2% | +3.1% | -3.4% |
| 3M | -7.3% | -0.3% | -7.0% | -7.5% |
| 6M | -20.9% | -11.0% | -10.0% | -18.5% |
| YTD | -14.7% | -19.2% | +4.5% | -9.7% |
| 1Y | -16.1% | -21.2% | +5.1% | -10.7% |
| 3Y | -1.5% | +18.6% | -20.1% | -10.6% |
| 5Y | +20.4% | -14.3% | +34.8% | +20.2% |
| 10Y | +180.0% | +141.0% | +39.0% | +99.5% |
| All | +180.0% | +141.5% | +38.5% | +99.5% |
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