+127.0%
MP vs XYL
+5.2%
+121.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.2% | +5.9% |
| 7D | -10.5% | +5.9% | -16.4% | -13.1% |
| 30D | -23.5% | -3.9% | -19.6% | -24.0% |
| 3M | -25.4% | -18.7% | -6.8% | -18.0% |
| 6M | -51.3% | -16.9% | -34.4% | -47.8% |
| YTD | -29.9% | -27.4% | -2.5% | -19.0% |
| 1Y | -31.8% | -34.0% | +2.2% | -15.0% |
| 3Y | +127.0% | +5.6% | +121.4% | +54.3% |
| All | +127.0% | +5.2% | +121.8% | +54.3% |
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