+642.2%
MPC vs XYL
-17.7%
+659.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.9% |
| 7D | +5.4% | -5.0% | +10.5% | +6.9% |
| 30D | +31.0% | -13.2% | +44.2% | +36.1% |
| 3M | +46.0% | -3.7% | +49.7% | +46.6% |
| 6M | +77.3% | -17.7% | +95.0% | +86.3% |
| YTD | +141.9% | -21.5% | +163.4% | +157.3% |
| 1Y | +120.9% | -24.5% | +145.4% | +137.7% |
| 3Y | +182.7% | +6.9% | +175.7% | +166.3% |
| All | +642.2% | -17.7% | +659.9% | +641.4% |
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 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