+1,635.9%
MRVL vs XYL
+449.8%
+1,186.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.0% | +9.1% | +8.3% |
| 7D | +3.2% | -5.0% | +8.2% | +6.4% |
| 30D | +5.9% | -13.2% | +19.2% | +15.5% |
| 3M | -29.3% | -3.7% | -25.6% | -28.7% |
| 6M | +186.5% | -17.7% | +204.2% | +219.2% |
| YTD | +163.4% | -21.5% | +185.0% | +200.3% |
| 1Y | +249.5% | -24.5% | +274.0% | +308.9% |
| 3Y | +289.4% | +6.9% | +282.4% | +269.4% |
| 5Y | +270.2% | -18.1% | +288.3% | +303.9% |
| 10Y | +1,748.8% | +134.7% | +1,614.1% | +1,069.9% |
| All | +1,635.9% | +449.8% | +1,186.1% | +671.0% |
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