+237.4%
MP vs XYL
+66.1%
+171.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.1% | -5.4% |
| 7D | -19.0% | +10.2% | -29.2% | -24.4% |
| 30D | -30.5% | -4.3% | -26.2% | -30.4% |
| 3M | -29.6% | -17.8% | -11.7% | -21.4% |
| 6M | -50.4% | -13.4% | -37.1% | -47.5% |
| YTD | -33.2% | -25.7% | -7.5% | -21.5% |
| 1Y | -38.6% | -32.7% | -5.9% | -21.9% |
| 3Y | +105.5% | +7.1% | +98.3% | +76.9% |
| 5Y | -7.8% | -18.7% | +10.9% | -4.0% |
| All | +237.4% | +66.1% | +171.3% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling