-19.3%
MP vs XYL
-23.7%
+4.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.7% |
| 7D | +11.0% | -6.0% | +17.0% | +15.3% |
| 30D | -11.7% | -8.3% | -3.4% | -9.5% |
| 3M | -30.8% | -22.6% | -8.2% | -19.9% |
| 6M | -42.9% | -15.0% | -27.9% | -39.4% |
| YTD | -25.9% | -30.2% | +4.3% | -9.5% |
| 1Y | -37.3% | -36.4% | -0.9% | -17.4% |
| 3Y | +150.7% | -0.9% | +151.5% | +123.7% |
| 5Y | -19.3% | -23.4% | +4.1% | -2.2% |
| All | -19.3% | -23.7% | +4.4% | -2.2% |
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