+601.0%
MPC vs XYL
-23.3%
+624.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +11.2% | -3.7% | +15.0% | +12.3% |
| 30D | -14.5% | -8.3% | -6.2% | -12.7% |
| 3M | +16.7% | -21.4% | +38.1% | +24.0% |
| 6M | +67.6% | -12.9% | +80.5% | +71.9% |
| YTD | +157.9% | -30.1% | +188.0% | +181.9% |
| 1Y | +116.7% | -35.2% | +151.8% | +142.8% |
| 3Y | +199.8% | -0.8% | +200.5% | +186.7% |
| All | +601.0% | -23.3% | +624.3% | +634.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling