+306.7%
MRVL vs XYL
+15.2%
+291.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.7% |
| 7D | +8.7% | -1.2% | +9.9% | +9.5% |
| 30D | +6.9% | -13.2% | +20.1% | +18.4% |
| 3M | -10.1% | -0.2% | -10.0% | -12.9% |
| 6M | +143.4% | -12.5% | +155.9% | +163.4% |
| YTD | +167.5% | -20.9% | +188.4% | +209.4% |
| 1Y | +239.0% | -21.6% | +260.5% | +296.0% |
| All | +306.7% | +15.2% | +291.5% | +244.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling