+145.5%
MLM vs XYL
+104.0%
+41.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.3% |
| 7D | -5.8% | -5.9% | +0.1% | -2.4% |
| 30D | +9.8% | -7.3% | +17.1% | +13.5% |
| 3M | -5.2% | -22.5% | +17.3% | +9.1% |
| 6M | -10.3% | -14.4% | +4.1% | -2.8% |
| YTD | -15.5% | -29.4% | +13.9% | +2.1% |
| 1Y | -15.0% | -35.6% | +20.6% | +8.6% |
| 3Y | +17.5% | +0.3% | +17.2% | +11.3% |
| 5Y | +30.5% | -22.3% | +52.9% | +42.4% |
| 10Y | +145.5% | +103.2% | +42.3% | +53.5% |
| All | +145.5% | +104.0% | +41.6% | +53.5% |
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