+114.4%
MTUM vs XYL
+15.7%
+98.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +0.7% | +1.2% | -0.5% | +0.2% |
| 30D | -2.4% | -11.9% | +9.5% | +2.9% |
| 3M | -3.6% | -1.5% | -2.1% | -4.2% |
| 6M | +23.7% | -11.9% | +35.6% | +29.3% |
| YTD | +22.9% | -20.6% | +43.5% | +34.2% |
| 1Y | +21.8% | -23.5% | +45.3% | +35.3% |
| 3Y | +114.4% | +14.9% | +99.6% | +99.7% |
| All | +114.4% | +15.7% | +98.8% | +99.7% |
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