+739.9%
MTZ vs XYL
+141.5%
+598.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.8% | +1.7% |
| 7D | +3.6% | +1.8% | +1.8% | +2.2% |
| 30D | -9.6% | -9.2% | -0.4% | -3.5% |
| 3M | -31.9% | -0.3% | -31.7% | -33.0% |
| 6M | -13.8% | -11.0% | -2.8% | -8.1% |
| YTD | +13.3% | -19.2% | +32.5% | +28.5% |
| 1Y | +39.3% | -21.2% | +60.5% | +61.5% |
| 3Y | +168.3% | +18.6% | +149.7% | +128.0% |
| 5Y | +166.4% | -14.3% | +180.7% | +180.7% |
| 10Y | +739.9% | +141.0% | +598.9% | +264.3% |
| All | +739.9% | +141.5% | +598.4% | +264.3% |
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