+267.3%
MP vs XYL
+57.9%
+209.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.9% |
| 7D | +2.3% | -5.9% | +8.2% | +6.3% |
| 30D | -15.3% | -7.3% | -8.0% | -13.6% |
| 3M | -33.5% | -22.5% | -11.0% | -22.9% |
| 6M | -45.5% | -14.4% | -31.1% | -42.3% |
| YTD | -27.3% | -29.4% | +2.1% | -11.8% |
| 1Y | -40.7% | -35.6% | -5.1% | -22.6% |
| 3Y | +145.9% | +0.3% | +145.6% | +121.4% |
| 5Y | -13.9% | -22.3% | +8.4% | -7.8% |
| All | +267.3% | +57.9% | +209.4% | +212.1% |
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