+79.6%
MMM vs XYL
+113.6%
-34.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.6% |
| 7D | +7.0% | +0.6% | +6.4% | +6.8% |
| 30D | +18.4% | -5.7% | +24.1% | +20.9% |
| 3M | +4.5% | -19.8% | +24.3% | +15.9% |
| 6M | +33.4% | -14.2% | +47.6% | +42.2% |
| YTD | +20.0% | -28.1% | +48.0% | +39.5% |
| 1Y | +15.0% | -35.0% | +50.0% | +41.2% |
| 3Y | +165.0% | +2.1% | +162.9% | +152.3% |
| 5Y | +47.9% | -22.1% | +70.0% | +59.1% |
| 10Y | +79.6% | +107.0% | -27.3% | +19.1% |
| All | +79.6% | +113.6% | -34.0% | +19.1% |
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