-51.3%
MP vs XYL
-16.5%
-34.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.2% | +4.3% |
| 7D | -10.5% | +5.9% | -16.4% | -9.1% |
| 30D | -23.5% | -3.9% | -19.6% | -25.1% |
| 3M | -25.4% | -18.7% | -6.8% | -27.6% |
| 6M | -51.3% | -16.9% | -34.4% | -51.2% |
| All | -51.3% | -16.5% | -34.7% | -51.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling