+1,925.8%
MRVL vs XYL
+150.5%
+1,775.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | +5.6% | +1.2% | +4.4% | +4.7% |
| 30D | +8.8% | -11.9% | +20.7% | +18.5% |
| 3M | -15.9% | -1.5% | -14.3% | -16.5% |
| 6M | +161.3% | -11.9% | +173.2% | +181.3% |
| YTD | +178.2% | -20.6% | +198.8% | +218.7% |
| 1Y | +255.3% | -23.5% | +278.8% | +319.1% |
| 3Y | +323.1% | +14.9% | +308.3% | +277.6% |
| 5Y | +293.2% | -15.3% | +308.5% | +317.8% |
| All | +1,925.8% | +150.5% | +1,775.3% | +1,129.8% |
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 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