+258.1%
MTZ vs XYL
+5.2%
+252.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.2% | +11.8% | +10.5% |
| 7D | -6.4% | +5.9% | -12.3% | -9.5% |
| 30D | -22.1% | -3.9% | -18.1% | -22.3% |
| 3M | -32.7% | -18.7% | -14.0% | -25.9% |
| 6M | -59.8% | -16.9% | -43.0% | -57.0% |
| YTD | -19.9% | -27.4% | +7.5% | -6.8% |
| 1Y | -11.5% | -34.0% | +22.5% | +11.3% |
| 3Y | +258.1% | +5.6% | +252.5% | +145.5% |
| All | +258.1% | +5.2% | +252.8% | +145.5% |
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