+159.3%
MP vs XYL
-0.5%
+159.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +9.5% | -3.7% | +13.2% | +11.3% |
| 30D | -3.0% | -8.3% | +5.4% | -1.4% |
| 3M | -30.4% | -21.4% | -8.9% | -22.3% |
| 6M | -39.2% | -12.9% | -26.2% | -37.8% |
| YTD | -23.3% | -30.1% | +6.8% | -9.7% |
| 1Y | -32.6% | -35.2% | +2.5% | -15.9% |
| 3Y | +159.3% | -0.8% | +160.0% | +83.7% |
| All | +159.3% | -0.5% | +159.7% | +83.7% |
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 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