+249.5%
MRVL vs XYL
-23.4%
+272.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.0% | +9.1% | +7.8% |
| 7D | +3.2% | -5.0% | +8.2% | +5.3% |
| 30D | +5.9% | -13.2% | +19.2% | +11.8% |
| 3M | -29.3% | -3.7% | -25.6% | -31.0% |
| 6M | +186.5% | -17.7% | +204.2% | +198.6% |
| YTD | +163.4% | -21.5% | +185.0% | +173.6% |
| 1Y | +249.5% | -24.5% | +274.0% | +297.8% |
| All | +249.5% | -23.4% | +272.9% | +297.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling