+756.4%
MLM vs XYL
+449.8%
+306.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.2% | +2.3% |
| 7D | -2.9% | -5.0% | +2.1% | +0.1% |
| 30D | -6.8% | -13.2% | +6.4% | +1.3% |
| 3M | -11.2% | -3.7% | -7.5% | -9.2% |
| 6M | -21.8% | -17.7% | -4.1% | -12.5% |
| YTD | -17.0% | -21.5% | +4.6% | -5.0% |
| 1Y | -16.4% | -24.5% | +8.1% | -2.2% |
| 3Y | +14.5% | +6.9% | +7.5% | +6.8% |
| 5Y | +41.7% | -18.1% | +59.8% | +51.7% |
| 10Y | +200.0% | +134.7% | +65.3% | +74.0% |
| All | +756.4% | +449.8% | +306.6% | +236.7% |
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