+113.2%
MPC vs XYL
-36.5%
+149.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.5% |
| 7D | +9.4% | -6.0% | +15.4% | +9.4% |
| 30D | -13.4% | -8.3% | -5.1% | -12.3% |
| 3M | +18.9% | -22.6% | +41.5% | +18.9% |
| 6M | +64.9% | -15.0% | +80.0% | +65.9% |
| YTD | +156.8% | -30.2% | +187.0% | +160.6% |
| 1Y | +113.2% | -36.4% | +149.6% | +111.4% |
| All | +113.2% | -36.5% | +149.6% | +111.4% |
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