+27.0%
MMM vs XYL
-14.7%
+41.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -2.0% |
| 7D | -1.6% | +1.8% | -3.4% | -2.5% |
| 30D | -8.0% | -9.2% | +1.2% | -3.8% |
| 3M | +9.4% | -0.3% | +9.6% | +8.9% |
| 6M | +10.2% | -11.0% | +21.2% | +15.7% |
| YTD | +6.1% | -19.2% | +25.3% | +16.4% |
| 1Y | +10.8% | -21.2% | +32.0% | +23.0% |
| 3Y | +104.8% | +18.6% | +86.2% | +85.3% |
| 5Y | +27.0% | -14.3% | +41.4% | +21.7% |
| All | +27.0% | -14.7% | +41.7% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling