+30.0%
MGY vs XYL
+15.7%
+14.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +3.5% | +1.2% | +2.3% | +3.2% |
| 30D | +5.3% | -11.9% | +17.2% | +8.9% |
| 3M | +2.6% | -1.5% | +4.2% | +2.1% |
| 6M | -3.3% | -11.9% | +8.6% | -0.5% |
| YTD | +29.2% | -20.6% | +49.8% | +37.7% |
| 1Y | +18.0% | -23.5% | +41.5% | +27.7% |
| 3Y | +30.0% | +14.9% | +15.2% | +19.4% |
| All | +30.0% | +15.7% | +14.3% | +19.4% |
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