+8.6%
MCD vs XYL
-0.5%
+9.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.6% | -3.7% | +2.1% | -1.1% |
| 30D | +14.1% | -8.3% | +22.5% | +15.1% |
| 3M | +0.6% | -21.4% | +22.0% | +3.4% |
| 6M | 0.0% | -12.9% | +13.0% | +1.6% |
| YTD | -9.3% | -30.1% | +20.8% | -5.6% |
| 1Y | -9.3% | -35.2% | +25.8% | -4.8% |
| 3Y | +8.6% | -0.8% | +9.4% | +0.6% |
| All | +8.6% | -0.5% | +9.1% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling