+492.6%
MTZ vs XYL
+129.6%
+363.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.5% | +7.1% | +7.6% |
| 7D | -2.4% | +2.1% | -4.5% | -4.5% |
| 30D | -11.1% | -3.4% | -7.7% | -11.5% |
| 3M | -30.6% | -17.2% | -13.4% | -23.3% |
| 6M | -54.4% | -12.0% | -42.3% | -52.4% |
| YTD | -13.0% | -26.3% | +13.3% | +2.2% |
| 1Y | -5.7% | -33.5% | +27.8% | +19.6% |
| 3Y | +297.2% | +6.4% | +290.8% | +254.1% |
| 5Y | +95.9% | -20.9% | +116.8% | +112.4% |
| 10Y | +492.6% | +120.8% | +371.8% | +164.8% |
| All | +492.6% | +129.6% | +363.0% | +164.8% |
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