+1,117.5%
MRVL vs XYL
+389.9%
+727.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.8% | -4.8% |
| 7D | +11.0% | -3.7% | +14.8% | +13.4% |
| 30D | -36.1% | -8.3% | -27.8% | -34.8% |
| 3M | -29.4% | -21.4% | -8.0% | -21.0% |
| 6M | -11.9% | -12.9% | +1.1% | -8.5% |
| YTD | +84.8% | -30.1% | +114.8% | +118.2% |
| 1Y | +79.4% | -35.2% | +114.6% | +122.6% |
| 3Y | +195.7% | -0.8% | +196.5% | +184.1% |
| 5Y | +117.2% | -23.2% | +140.4% | +139.3% |
| 10Y | +1,193.7% | +101.2% | +1,092.5% | +763.9% |
| All | +1,117.5% | +389.9% | +727.6% | +460.2% |
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 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