-15.1%
MP vs XYL
-21.3%
+6.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.2% | +6.3% |
| 7D | -10.5% | +5.9% | -16.4% | -14.2% |
| 30D | -23.5% | -3.9% | -19.6% | -23.9% |
| 3M | -25.4% | -18.7% | -6.8% | -16.4% |
| 6M | -51.3% | -16.9% | -34.4% | -47.0% |
| YTD | -29.9% | -27.4% | -2.5% | -16.5% |
| 1Y | -31.8% | -34.0% | +2.2% | -12.2% |
| 3Y | +127.0% | +5.6% | +121.4% | +93.8% |
| All | -15.1% | -21.3% | +6.3% | +1.8% |
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