+58.1%
MP vs XYL
-17.7%
+75.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.9% |
| 7D | -2.9% | -5.0% | +2.2% | +0.9% |
| 30D | +13.8% | -13.2% | +27.0% | +26.2% |
| 3M | -16.7% | -3.7% | -13.0% | -16.1% |
| 6M | -11.5% | -17.7% | +6.2% | +1.2% |
| YTD | +7.9% | -21.5% | +29.5% | +26.1% |
| 1Y | -15.0% | -24.5% | +9.5% | +2.3% |
| 3Y | +153.5% | +6.9% | +146.6% | +122.9% |
| All | +58.1% | -17.7% | +75.8% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling