+362.8%
MCD vs XYL
+408.9%
-46.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | +7.1% | +5.9% | +1.3% | +5.5% |
| 30D | +19.8% | -3.9% | +23.7% | +20.6% |
| 3M | +0.8% | -18.7% | +19.5% | +6.1% |
| 6M | -1.3% | -16.9% | +15.6% | +3.0% |
| YTD | -7.8% | -27.4% | +19.6% | -0.5% |
| 1Y | -5.0% | -34.0% | +29.1% | +5.3% |
| 3Y | +10.5% | +5.6% | +5.0% | +4.9% |
| 5Y | +22.0% | -20.6% | +42.5% | +23.5% |
| 10Y | +216.7% | +133.4% | +83.3% | +135.6% |
| All | +362.8% | +408.9% | -46.1% | +197.6% |
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