+290.9%
MRVL vs XYL
-15.4%
+306.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.3% | +5.1% |
| 7D | +13.8% | +0.8% | +13.0% | +12.8% |
| 30D | +12.7% | -10.8% | +23.5% | +23.4% |
| 3M | -11.9% | -2.5% | -9.4% | -12.2% |
| 6M | +153.8% | -12.2% | +166.0% | +177.0% |
| YTD | +177.0% | -20.1% | +197.0% | +222.7% |
| 1Y | +252.3% | -20.6% | +273.0% | +313.9% |
| 3Y | +325.5% | +17.3% | +308.2% | +248.8% |
| 5Y | +290.9% | -14.5% | +305.4% | +287.1% |
| All | +290.9% | -15.4% | +306.3% | +287.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling