+18.5%
MLM vs XYL
+8.6%
+10.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.2% | +2.2% |
| 7D | -2.9% | -5.0% | +2.1% | -0.2% |
| 30D | -6.8% | -13.2% | +6.4% | +0.6% |
| 3M | -11.2% | -3.7% | -7.5% | -9.1% |
| 6M | -21.8% | -17.7% | -4.1% | -13.6% |
| YTD | -17.0% | -21.5% | +4.6% | -6.6% |
| 1Y | -16.4% | -24.5% | +8.1% | -4.1% |
| All | +18.5% | +8.6% | +10.0% | +5.0% |
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