+595.4%
MTUM vs XYL
+364.4%
+231.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | +1.2% | -1.2% | +2.5% | +1.7% |
| 30D | -1.7% | -13.2% | +11.5% | +4.3% |
| 3M | -0.5% | -0.2% | -0.3% | -1.1% |
| 6M | +22.3% | -12.5% | +34.8% | +28.5% |
| YTD | +21.4% | -20.9% | +42.2% | +32.6% |
| 1Y | +20.0% | -21.6% | +41.6% | +31.5% |
| 3Y | +113.0% | +16.1% | +96.8% | +95.1% |
| 5Y | +77.3% | -15.6% | +92.9% | +81.3% |
| 10Y | +350.5% | +147.7% | +202.8% | +191.1% |
| All | +595.4% | +364.4% | +231.0% | +270.0% |
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