+1,134.0%
MPC vs XYL
+141.5%
+992.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +0.5% |
| 7D | +3.9% | +1.8% | +2.1% | +2.7% |
| 30D | +33.8% | -9.2% | +43.0% | +41.3% |
| 3M | +49.9% | -0.3% | +50.1% | +48.1% |
| 6M | +80.9% | -11.0% | +91.9% | +89.8% |
| YTD | +147.4% | -19.2% | +166.6% | +173.7% |
| 1Y | +123.2% | -21.2% | +144.4% | +149.9% |
| 3Y | +171.7% | +18.6% | +153.1% | +123.1% |
| 5Y | +678.6% | -14.3% | +692.9% | +678.7% |
| 10Y | +1,134.0% | +141.0% | +993.0% | +520.3% |
| All | +1,134.0% | +141.5% | +992.5% | +520.3% |
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