+3,266.1%
MPC vs XYL
+408.9%
+2,857.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | 0.0% |
| 7D | -16.2% | +5.9% | -22.1% | -19.1% |
| 30D | -15.7% | -3.9% | -11.8% | -14.8% |
| 3M | +24.9% | -18.7% | +43.6% | +37.6% |
| 6M | +52.7% | -16.9% | +69.5% | +64.5% |
| YTD | +131.9% | -27.4% | +159.2% | +166.0% |
| 1Y | +96.6% | -34.0% | +130.7% | +138.1% |
| 3Y | +163.8% | +5.6% | +158.2% | +135.4% |
| 5Y | +533.1% | -20.6% | +553.7% | +546.5% |
| 10Y | +1,118.6% | +133.4% | +985.3% | +593.7% |
| All | +3,266.1% | +408.9% | +2,857.2% | +1,302.6% |
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