+173.4%
MPC vs XYL
+12.6%
+160.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.8% |
| 7D | +5.4% | -5.0% | +10.5% | +6.7% |
| 30D | +31.0% | -13.2% | +44.2% | +35.3% |
| 3M | +46.0% | -3.7% | +49.7% | +46.1% |
| 6M | +77.3% | -17.7% | +95.0% | +85.9% |
| YTD | +141.9% | -21.5% | +163.4% | +156.5% |
| 1Y | +120.9% | -24.5% | +145.4% | +137.2% |
| All | +173.4% | +12.6% | +160.8% | +148.9% |
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