+39.3%
MTZ vs XYL
-21.5%
+60.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.8% | +2.8% |
| 7D | +3.6% | +1.8% | +1.8% | +2.9% |
| 30D | -9.6% | -9.2% | -0.4% | -6.7% |
| 3M | -31.9% | -0.3% | -31.7% | -34.5% |
| 6M | -13.8% | -11.0% | -2.8% | -11.2% |
| YTD | +13.3% | -19.2% | +32.5% | +19.5% |
| 1Y | +39.3% | -21.2% | +60.5% | +61.2% |
| All | +39.3% | -21.5% | +60.8% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling