+153.5%
MLM vs XYL
+129.6%
+23.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.6% |
| 7D | -3.8% | +2.1% | -5.9% | -5.0% |
| 30D | +11.0% | -3.4% | +14.4% | +11.9% |
| 3M | -3.1% | -17.2% | +14.1% | +7.2% |
| 6M | -9.8% | -12.0% | +2.3% | -3.8% |
| YTD | -14.4% | -26.3% | +11.9% | +0.9% |
| 1Y | -12.6% | -33.5% | +20.9% | +9.7% |
| 3Y | +19.7% | +6.4% | +13.3% | +9.5% |
| 5Y | +29.8% | -20.9% | +50.7% | +40.2% |
| 10Y | +153.5% | +120.8% | +32.7% | +48.8% |
| All | +153.5% | +129.6% | +23.9% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling