+359.9%
MCD vs XYL
+394.7%
-34.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.1% |
| 7D | -1.9% | -5.9% | +3.9% | -0.3% |
| 30D | +16.6% | -7.3% | +23.9% | +18.6% |
| 3M | +0.9% | -22.5% | +23.4% | +7.6% |
| 6M | +1.5% | -14.4% | +15.9% | +5.1% |
| YTD | -8.3% | -29.4% | +21.1% | -0.4% |
| 1Y | -8.1% | -35.6% | +27.5% | +2.4% |
| 3Y | +10.3% | +0.3% | +10.1% | +6.2% |
| 5Y | +23.4% | -22.3% | +45.8% | +25.7% |
| 10Y | +205.9% | +103.2% | +102.7% | +134.4% |
| All | +359.9% | +394.7% | -34.8% | +198.1% |
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