+272.3%
MTZ vs XYL
-0.5%
+272.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | +5.0% | -3.7% | +8.7% | +6.8% |
| 30D | -6.0% | -8.3% | +2.3% | -4.1% |
| 3M | -36.1% | -21.4% | -14.7% | -28.6% |
| 6M | -56.9% | -12.9% | -43.9% | -55.8% |
| YTD | -15.9% | -30.1% | +14.2% | -0.5% |
| 1Y | -3.8% | -35.2% | +31.3% | +20.8% |
| 3Y | +272.3% | -0.8% | +273.0% | +178.3% |
| All | +272.3% | -0.5% | +272.7% | +178.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling