-15.4%
MDLN vs XYL
-19.7%
+4.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.0% | -8.1% | -6.2% |
| 7D | -1.2% | +1.8% | -3.0% | -1.9% |
| 30D | -1.5% | -9.2% | +7.7% | +2.3% |
| 3M | +2.6% | -0.3% | +2.9% | +4.1% |
| 6M | -20.9% | -11.0% | -9.9% | -17.1% |
| YTD | -17.4% | -19.2% | +1.8% | -9.3% |
| All | -15.4% | -19.7% | +4.3% | -7.2% |
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 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