+1,106.2%
MPC vs XYL
+129.6%
+976.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.8% |
| 7D | -9.4% | +2.1% | -11.5% | -10.7% |
| 30D | -14.3% | -3.4% | -11.0% | -13.6% |
| 3M | +31.1% | -17.2% | +48.3% | +44.0% |
| 6M | +60.3% | -12.0% | +72.3% | +67.9% |
| YTD | +142.5% | -26.3% | +168.8% | +178.9% |
| 1Y | +104.6% | -33.5% | +138.1% | +150.8% |
| 3Y | +191.7% | +6.4% | +185.3% | +153.1% |
| 5Y | +549.2% | -20.9% | +570.1% | +572.2% |
| 10Y | +1,106.2% | +120.8% | +985.4% | +570.3% |
| All | +1,106.2% | +129.6% | +976.6% | +570.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling