+762.0%
MLM vs XYL
+408.9%
+353.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.6% |
| 7D | -4.1% | +5.9% | -10.0% | -7.3% |
| 30D | +8.2% | -3.9% | +12.1% | +9.4% |
| 3M | -3.6% | -18.7% | +15.1% | +7.3% |
| 6M | -15.6% | -16.9% | +1.3% | -7.1% |
| YTD | -16.4% | -27.4% | +10.9% | -1.3% |
| 1Y | -14.3% | -34.0% | +19.7% | +7.0% |
| 3Y | +19.3% | +5.6% | +13.7% | +10.6% |
| 5Y | +29.6% | -20.6% | +50.1% | +39.5% |
| 10Y | +189.9% | +133.4% | +56.5% | +67.4% |
| All | +762.0% | +408.9% | +353.1% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling