+27.6%
MCK vs XYL
-30.7%
+58.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.0% | +2.0% | +5.9% |
| 7D | +11.3% | +14.5% | -3.2% | +8.4% |
| 30D | +16.8% | -1.3% | +18.2% | +16.7% |
| 3M | +28.9% | -17.0% | +45.9% | +32.9% |
| 6M | +32.7% | -11.3% | +44.0% | +35.7% |
| YTD | +30.8% | -25.0% | +55.7% | +38.2% |
| 1Y | +27.6% | -31.5% | +59.1% | +35.6% |
| All | +27.6% | -30.7% | +58.3% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling