+210.8%
MGY vs XYL
+118.9%
+91.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.9% |
| 7D | +1.5% | +0.8% | +0.7% | +1.0% |
| 30D | +6.8% | -10.8% | +17.7% | +13.3% |
| 3M | +2.6% | -2.5% | +5.1% | +2.8% |
| 6M | -3.1% | -12.2% | +9.1% | +1.9% |
| YTD | +29.4% | -20.1% | +49.5% | +42.6% |
| 1Y | +22.3% | -20.6% | +43.0% | +34.9% |
| 3Y | +26.6% | +17.3% | +9.2% | +7.4% |
| 5Y | +92.1% | -14.5% | +106.6% | +94.6% |
| All | +210.8% | +118.9% | +91.9% | +101.2% |
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