+110.7%
MCK vs XYL
+15.7%
+95.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.9% | +1.2% | -4.1% | -3.0% |
| 30D | +0.4% | -11.9% | +12.4% | +1.4% |
| 3M | +12.1% | -1.5% | +13.6% | +12.6% |
| 6M | -5.4% | -11.9% | +6.5% | -4.5% |
| YTD | +7.8% | -20.6% | +28.4% | +9.6% |
| 1Y | +22.9% | -23.5% | +46.5% | +25.1% |
| 3Y | +110.7% | +14.9% | +95.9% | +111.2% |
| All | +110.7% | +15.7% | +95.1% | +111.2% |
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