+163.8%
MPC vs XYL
+5.2%
+158.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.7% |
| 7D | -16.2% | +5.9% | -22.1% | -17.4% |
| 30D | -15.7% | -3.9% | -11.8% | -14.9% |
| 3M | +24.9% | -18.7% | +43.6% | +31.0% |
| 6M | +52.7% | -16.9% | +69.5% | +58.7% |
| YTD | +131.9% | -27.4% | +159.2% | +150.6% |
| 1Y | +96.6% | -34.0% | +130.7% | +120.8% |
| 3Y | +163.8% | +5.6% | +158.2% | +135.1% |
| All | +163.8% | +5.2% | +158.5% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling