+101.7%
MPC vs XYL
-35.2%
+136.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | -0.1% |
| 7D | -8.8% | +0.6% | -9.4% | -8.8% |
| 30D | -14.4% | -5.7% | -8.7% | -13.2% |
| 3M | +21.9% | -19.8% | +41.7% | +22.0% |
| 6M | +60.1% | -14.2% | +74.3% | +61.1% |
| YTD | +142.3% | -28.1% | +170.4% | +146.0% |
| 1Y | +101.7% | -35.0% | +136.7% | +99.3% |
| All | +101.7% | -35.2% | +136.9% | +99.3% |
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 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