+404.4%
MTZ vs XYL
+100.1%
+304.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -1.4% |
| 7D | +16.5% | -6.0% | +22.5% | +21.1% |
| 30D | -10.2% | -8.3% | -1.9% | -7.5% |
| 3M | -34.2% | -22.6% | -11.6% | -23.8% |
| 6M | -56.0% | -15.0% | -40.9% | -53.0% |
| YTD | -14.8% | -30.2% | +15.3% | +3.6% |
| 1Y | -7.2% | -36.4% | +29.1% | +20.9% |
| 3Y | +275.8% | -0.9% | +276.6% | +251.3% |
| 5Y | +93.5% | -23.4% | +116.9% | +113.5% |
| All | +404.4% | +100.1% | +304.3% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling