+75.6%
MMM vs XYL
+100.4%
-24.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.5% |
| 7D | -0.8% | -3.7% | +2.9% | +1.1% |
| 30D | +11.7% | -8.3% | +20.0% | +15.7% |
| 3M | +1.0% | -21.4% | +22.4% | +13.2% |
| 6M | +26.0% | -12.9% | +39.0% | +33.3% |
| YTD | +16.3% | -30.1% | +46.4% | +37.3% |
| 1Y | +9.6% | -35.2% | +44.8% | +34.7% |
| 3Y | +157.3% | -0.8% | +158.1% | +148.5% |
| 5Y | +42.5% | -23.2% | +65.7% | +54.3% |
| All | +75.6% | +100.4% | -24.8% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling