-34.6%
MP vs XYL
-30.7%
-3.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.0% | -10.0% | -5.2% |
| 7D | -12.5% | +14.5% | -27.1% | -13.2% |
| 30D | -23.3% | -1.3% | -22.0% | -24.1% |
| 3M | -24.4% | -17.0% | -7.4% | -21.1% |
| 6M | -45.8% | -11.3% | -34.4% | -45.4% |
| YTD | -28.9% | -25.0% | -4.0% | -28.7% |
| 1Y | -34.6% | -31.5% | -3.0% | -28.4% |
| All | -34.6% | -30.7% | -3.9% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling