+94.5%
MO vs XYL
+15.2%
+79.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -1.0% | -1.2% | +0.2% | -1.0% |
| 30D | +5.8% | -13.2% | +19.0% | +6.3% |
| 3M | -4.5% | -0.2% | -4.4% | -4.1% |
| 6M | +5.7% | -12.5% | +18.2% | +6.3% |
| YTD | +23.1% | -20.9% | +44.0% | +24.0% |
| 1Y | +10.9% | -21.6% | +32.5% | +11.7% |
| All | +94.5% | +15.2% | +79.2% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling