+1,166.2%
MPC vs XYL
+100.1%
+1,066.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.1% |
| 7D | +9.4% | -6.0% | +15.4% | +13.2% |
| 30D | -13.4% | -8.3% | -5.1% | -10.2% |
| 3M | +18.9% | -22.6% | +41.5% | +35.5% |
| 6M | +64.9% | -15.0% | +80.0% | +75.9% |
| YTD | +156.8% | -30.2% | +187.0% | +204.4% |
| 1Y | +113.2% | -36.4% | +149.6% | +167.7% |
| 3Y | +201.8% | -0.9% | +202.7% | +172.7% |
| 5Y | +601.4% | -23.4% | +624.7% | +634.0% |
| All | +1,166.2% | +100.1% | +1,066.2% | +650.6% |
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 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