+117.2%
MPC vs XYL
-30.7%
+147.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.0% | -13.1% | -8.0% |
| 7D | -10.9% | +14.5% | -25.4% | -11.1% |
| 30D | -9.4% | -1.3% | -8.1% | -8.1% |
| 3M | +26.0% | -17.0% | +42.9% | +26.0% |
| 6M | +56.5% | -11.3% | +67.8% | +57.5% |
| YTD | +144.3% | -25.0% | +169.2% | +148.2% |
| 1Y | +117.2% | -31.5% | +148.8% | +118.2% |
| All | +117.2% | -30.7% | +147.9% | +118.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling