+19.3%
MLM vs XYL
+5.2%
+14.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.8% |
| 7D | -4.1% | +5.9% | -10.0% | -6.7% |
| 30D | +8.2% | -3.9% | +12.1% | +8.9% |
| 3M | -3.6% | -18.7% | +15.1% | +6.0% |
| 6M | -15.6% | -16.9% | +1.3% | -8.3% |
| YTD | -16.4% | -27.4% | +10.9% | -3.7% |
| 1Y | -14.3% | -34.0% | +19.7% | +3.7% |
| 3Y | +19.3% | +5.6% | +13.7% | +0.9% |
| All | +19.3% | +5.2% | +14.1% | +0.9% |
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