+3,412.0%
MPC vs XYL
+449.8%
+2,962.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.4% |
| 7D | +5.4% | -5.0% | +10.5% | +8.3% |
| 30D | +31.0% | -13.2% | +44.2% | +41.2% |
| 3M | +46.0% | -3.7% | +49.7% | +47.4% |
| 6M | +77.3% | -17.7% | +95.0% | +93.7% |
| YTD | +141.9% | -21.5% | +163.4% | +169.8% |
| 1Y | +120.9% | -24.5% | +145.4% | +151.0% |
| 3Y | +182.7% | +6.9% | +175.7% | +153.7% |
| 5Y | +646.4% | -18.1% | +664.5% | +662.2% |
| 10Y | +1,138.7% | +134.7% | +1,004.0% | +606.8% |
| All | +3,412.0% | +449.8% | +2,962.2% | +1,322.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling