+1,674.8%
MCO vs XYL
+459.9%
+1,214.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.8% |
| 7D | -3.1% | +0.8% | -4.0% | -3.6% |
| 30D | -0.5% | -10.8% | +10.3% | +5.6% |
| 3M | +5.7% | -2.5% | +8.2% | +6.5% |
| 6M | +3.0% | -12.2% | +15.2% | +9.3% |
| YTD | -6.5% | -20.1% | +13.6% | +4.4% |
| 1Y | -5.8% | -20.6% | +14.9% | +5.3% |
| 3Y | +43.1% | +17.3% | +25.8% | +27.1% |
| 5Y | +29.5% | -14.5% | +44.0% | +34.0% |
| 10Y | +388.8% | +150.2% | +238.6% | +182.0% |
| All | +1,674.8% | +459.9% | +1,214.9% | +628.0% |
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