+509.9%
MO vs XYL
+466.0%
+44.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.7% |
| 7D | -2.0% | +1.8% | -3.8% | -2.4% |
| 30D | -0.3% | -9.2% | +9.0% | +1.9% |
| 3M | -2.9% | -0.3% | -2.7% | -3.0% |
| 6M | +5.8% | -11.0% | +16.7% | +8.3% |
| YTD | +22.0% | -19.2% | +41.2% | +27.4% |
| 1Y | +10.7% | -21.2% | +31.9% | +16.1% |
| 3Y | +94.4% | +18.6% | +75.8% | +80.2% |
| 5Y | +97.2% | -14.3% | +111.5% | +96.0% |
| 10Y | +103.0% | +141.0% | -38.1% | +51.9% |
| All | +509.9% | +466.0% | +44.0% | +286.0% |
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