+778.1%
MLM vs XYL
+420.4%
+357.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.6% |
| 7D | -1.2% | +10.2% | -11.5% | -6.7% |
| 30D | +7.9% | -4.3% | +12.3% | +9.4% |
| 3M | -4.5% | -17.8% | +13.4% | +5.7% |
| 6M | -12.6% | -13.4% | +0.7% | -6.2% |
| YTD | -14.9% | -25.7% | +10.8% | -0.8% |
| 1Y | -13.1% | -32.7% | +19.6% | +7.3% |
| 3Y | +21.2% | +7.1% | +14.1% | +11.5% |
| 5Y | +32.0% | -18.7% | +50.8% | +40.3% |
| 10Y | +195.3% | +138.7% | +56.6% | +68.4% |
| All | +778.1% | +420.4% | +357.7% | +251.6% |
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