+327.9%
MCD vs XYL
+449.8%
-121.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.0% |
| 7D | -2.8% | -5.0% | +2.2% | -1.5% |
| 30D | -6.0% | -13.2% | +7.2% | -2.4% |
| 3M | -5.6% | -3.7% | -1.9% | -4.8% |
| 6M | -21.9% | -17.7% | -4.2% | -17.9% |
| YTD | -14.7% | -21.5% | +6.8% | -9.5% |
| 1Y | -17.3% | -24.5% | +7.2% | -11.4% |
| 3Y | -2.2% | +6.9% | -9.1% | -7.0% |
| 5Y | +20.3% | -18.1% | +38.4% | +21.4% |
| 10Y | +180.7% | +134.7% | +46.0% | +108.3% |
| All | +327.9% | +449.8% | -121.8% | +170.8% |
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