+224.4%
MRK vs XYL
+150.5%
+73.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.3% | +1.2% | -5.5% | -4.6% |
| 30D | +8.3% | -11.9% | +20.2% | +11.7% |
| 3M | +20.0% | -1.5% | +21.6% | +20.3% |
| 6M | +25.7% | -11.9% | +37.6% | +29.2% |
| YTD | +38.7% | -20.6% | +59.3% | +46.0% |
| 1Y | +74.7% | -23.5% | +98.2% | +85.5% |
| 3Y | +45.4% | +14.9% | +30.5% | +37.2% |
| 5Y | +129.0% | -15.3% | +144.3% | +131.2% |
| All | +224.4% | +150.5% | +73.9% | +146.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling