+31.8%
MLM vs XYL
-22.7%
+54.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.8% |
| 7D | -2.9% | +0.6% | -3.5% | -3.2% |
| 30D | +10.4% | -5.7% | +16.1% | +12.7% |
| 3M | -3.7% | -19.8% | +16.1% | +7.8% |
| 6M | -10.3% | -14.2% | +3.9% | -3.3% |
| YTD | -14.8% | -28.1% | +13.3% | +0.8% |
| 1Y | -13.9% | -35.0% | +21.1% | +8.1% |
| 3Y | +18.4% | +2.1% | +16.3% | +10.0% |
| 5Y | +31.8% | -22.1% | +53.9% | +42.7% |
| All | +31.8% | -22.7% | +54.5% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling