+666.0%
MRK vs XYL
+466.0%
+200.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -2.0% |
| 7D | -0.9% | +1.8% | -2.7% | -1.4% |
| 30D | +15.5% | -9.2% | +24.7% | +18.2% |
| 3M | +25.1% | -0.3% | +25.4% | +25.0% |
| 6M | +30.1% | -11.0% | +41.1% | +33.4% |
| YTD | +43.1% | -19.2% | +62.3% | +50.0% |
| 1Y | +82.5% | -21.2% | +103.7% | +92.4% |
| 3Y | +49.3% | +18.6% | +30.7% | +39.9% |
| 5Y | +130.3% | -14.3% | +144.6% | +130.9% |
| 10Y | +234.3% | +141.0% | +93.3% | +142.1% |
| All | +666.0% | +466.0% | +200.0% | +357.2% |
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